+23.3%
CAVA vs BAM
+57.6%
-34.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.8% |
| 7D | -12.4% | -6.1% | -6.4% | -8.7% |
| 30D | -11.2% | -13.8% | +2.6% | -2.1% |
| 3M | -33.8% | +4.4% | -38.2% | -36.5% |
| 6M | -32.5% | +6.4% | -38.9% | -36.6% |
| YTD | -8.0% | -7.1% | -0.9% | -5.2% |
| 1Y | -17.1% | -11.8% | -5.3% | -11.8% |
| 3Y | +37.8% | +50.2% | -12.3% | +0.1% |
| All | +23.3% | +57.6% | -34.3% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BAM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling