+19.9%
CAVA vs CAPR
+47.4%
-27.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.3% | -5.5% | +2.7% |
| 7D | +14.2% | +43.2% | -28.9% | +13.7% |
| 30D | +14.6% | +14.7% | -0.1% | +14.3% |
| 3M | -2.3% | +113.9% | -116.2% | -3.4% |
| 6M | -30.5% | -73.4% | +42.9% | -30.1% |
| YTD | +5.6% | -69.1% | +74.7% | +5.9% |
| 1Y | +19.9% | +47.2% | -27.3% | +16.0% |
| All | +19.9% | +47.4% | -27.6% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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