+29.1%
CAVA vs CAPR
+80.4%
-51.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.6% | -1.4% | -6.0% |
| 7D | -8.5% | -12.6% | +4.1% | -8.4% |
| 30D | -8.2% | +124.4% | -132.6% | -9.7% |
| 3M | -25.9% | -66.8% | +40.9% | -25.5% |
| 6M | -30.9% | -71.8% | +40.9% | -30.4% |
| YTD | -3.7% | -70.1% | +66.3% | -3.1% |
| 1Y | -13.4% | +33.3% | -46.8% | -17.9% |
| 3Y | +44.2% | +36.7% | +7.5% | +28.2% |
| All | +29.1% | +80.4% | -51.3% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling