-13.1%
CAVA vs CAG
-18.8%
+5.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | -8.0% | -5.7% | -2.3% | -7.2% |
| 30D | -19.6% | -2.4% | -17.2% | -19.1% |
| 3M | -36.7% | +9.8% | -46.5% | -36.7% |
| 6M | -30.6% | -10.8% | -19.7% | -32.2% |
| YTD | -4.8% | -10.8% | +6.0% | -9.5% |
| 1Y | -13.1% | -19.0% | +5.8% | -16.5% |
| All | -13.1% | -18.8% | +5.7% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling