-32.5%
CAVA vs BTSG
+37.1%
-69.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.6% | +2.2% | -3.1% |
| 7D | -12.4% | -5.8% | -6.7% | -11.3% |
| 30D | -11.2% | 0.0% | -11.2% | -11.0% |
| 3M | -33.8% | -4.5% | -29.3% | -33.8% |
| 6M | -32.5% | +40.0% | -72.5% | -38.5% |
| All | -32.5% | +37.1% | -69.6% | -38.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling