-24.1%
CAVA vs CAI
-11.0%
-13.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.2% | -2.9% | -5.5% |
| 7D | -8.5% | -3.1% | -5.4% | -8.1% |
| 30D | -8.2% | +2.7% | -10.9% | -8.8% |
| 3M | -25.9% | +41.7% | -67.6% | -30.6% |
| 6M | -30.9% | +26.5% | -57.4% | -34.5% |
| YTD | -3.7% | -10.9% | +7.2% | -6.0% |
| 1Y | -13.4% | -29.2% | +15.8% | -15.2% |
| All | -24.1% | -11.0% | -13.1% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling