+29.1%
CAVA vs BAM
+59.2%
-30.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.7% | -4.5% |
| 7D | -8.5% | -3.9% | -4.6% | -6.1% |
| 30D | -8.2% | -8.8% | +0.6% | -2.7% |
| 3M | -25.9% | +2.2% | -28.1% | -28.0% |
| 6M | -30.9% | +5.9% | -36.8% | -34.8% |
| YTD | -3.7% | -6.1% | +2.4% | -1.5% |
| 1Y | -13.4% | -11.6% | -1.8% | -8.0% |
| 3Y | +44.2% | +51.7% | -7.5% | +4.0% |
| All | +29.1% | +59.2% | -30.2% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling