+33.0%
CAVA vs BAM
+72.0%
-39.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -1.6% | -2.7% | +1.1% | +0.4% |
| 30D | +12.9% | +15.5% | -2.6% | +2.6% |
| 3M | -19.3% | -6.9% | -12.5% | -15.4% |
| 6M | -19.5% | +9.9% | -29.3% | -25.5% |
| YTD | -0.8% | +1.4% | -2.2% | -3.5% |
| 1Y | +20.8% | +3.3% | +17.5% | +15.8% |
| 3Y | +85.7% | +83.6% | +2.0% | +21.5% |
| All | +33.0% | +72.0% | -39.0% | -9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling