+33.0%
CAVA vs BAH
-12.5%
+45.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -1.6% | +1.7% | -3.3% | -1.9% |
| 30D | +12.9% | +20.8% | -7.9% | +8.5% |
| 3M | -19.3% | +11.6% | -30.9% | -21.3% |
| 6M | -19.5% | +23.1% | -42.6% | -23.6% |
| YTD | -0.8% | +5.3% | -6.0% | -2.4% |
| 1Y | +20.8% | +6.1% | +14.7% | +18.2% |
| 3Y | +85.7% | -27.5% | +113.2% | +91.4% |
| All | +33.0% | -12.5% | +45.5% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling