+37.4%
CAVA vs BAH
-27.3%
+64.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -1.5% | -4.3% | +2.8% | -0.6% |
| 30D | -3.7% | -4.5% | +0.8% | -2.7% |
| 3M | -18.3% | -7.6% | -10.7% | -17.0% |
| 6M | -23.5% | -10.6% | -12.9% | -22.0% |
| YTD | +2.5% | -12.6% | +15.0% | +5.0% |
| 1Y | -8.0% | -27.0% | +19.0% | -1.8% |
| 3Y | +53.5% | -31.5% | +85.0% | +51.6% |
| All | +37.4% | -27.3% | +64.7% | +65.7% |
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