+48.8%
CAVA vs CAG
-39.7%
+88.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.5% |
| 7D | -8.0% | -5.7% | -2.3% | -7.9% |
| 30D | -19.6% | -2.4% | -17.2% | -19.4% |
| 3M | -36.7% | +9.8% | -46.5% | -36.4% |
| 6M | -30.6% | -10.8% | -19.7% | -31.6% |
| YTD | -4.8% | -10.8% | +6.0% | -6.6% |
| 1Y | -13.1% | -19.0% | +5.8% | -15.4% |
| 3Y | +48.8% | -39.7% | +88.5% | +34.7% |
| All | +48.8% | -39.7% | +88.5% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling