+23.4%
CAVA vs BTSG
+416.6%
-393.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.7% |
| 7D | -8.5% | +2.9% | -11.4% | -9.5% |
| 30D | -8.2% | +0.9% | -9.1% | -8.6% |
| 3M | -25.9% | +1.6% | -27.5% | -27.5% |
| 6M | -30.9% | +46.8% | -77.7% | -42.1% |
| YTD | -3.7% | +65.5% | -69.2% | -23.2% |
| 1Y | -13.4% | +136.2% | -149.7% | -40.1% |
| All | +23.4% | +416.6% | -393.2% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling