-24.9%
CAVA vs CAI
-9.9%
-15.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.2% | +3.3% |
| 7D | -8.0% | -2.9% | -5.1% | -7.6% |
| 30D | -19.6% | +9.3% | -28.9% | -20.8% |
| 3M | -36.7% | +35.2% | -71.9% | -40.2% |
| 6M | -30.6% | +30.7% | -61.3% | -34.4% |
| YTD | -4.8% | -9.8% | +5.0% | -7.3% |
| 1Y | -13.1% | -28.9% | +15.7% | -15.1% |
| All | -24.9% | -9.9% | -15.1% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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