+22.0%
CAVA vs BTSG
+389.4%
-367.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.0% |
| 7D | -8.0% | -3.3% | -4.7% | -6.9% |
| 30D | -19.6% | -1.6% | -18.0% | -19.2% |
| 3M | -36.7% | -6.9% | -29.8% | -36.1% |
| 6M | -30.6% | +42.1% | -72.7% | -41.2% |
| YTD | -4.8% | +56.8% | -61.6% | -22.6% |
| 1Y | -13.1% | +109.8% | -122.9% | -37.1% |
| All | +22.0% | +389.4% | -367.4% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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