+50.5%
CAVA vs CAPR
+36.9%
+13.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.6% | -1.4% | -6.0% |
| 7D | -8.5% | -12.6% | +4.1% | -8.3% |
| 30D | -8.2% | +124.4% | -132.6% | -9.9% |
| 3M | -25.9% | -66.8% | +40.9% | -25.4% |
| 6M | -30.9% | -71.8% | +40.9% | -30.3% |
| YTD | -3.7% | -70.1% | +66.3% | -3.0% |
| 1Y | -13.4% | +33.3% | -46.8% | -18.7% |
| All | +50.5% | +36.9% | +13.5% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling