+38.8%
CAVA vs CAPR
+96.2%
-57.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.5% |
| 7D | -9.2% | -2.0% | -7.3% | -9.2% |
| 30D | -8.2% | +139.2% | -147.4% | -9.7% |
| 3M | -15.3% | -66.4% | +51.1% | -14.8% |
| 6M | -23.6% | -63.1% | +39.5% | -23.3% |
| YTD | +3.5% | -67.4% | +71.0% | +4.0% |
| 1Y | -7.9% | +58.2% | -66.1% | -13.1% |
| 3Y | +38.7% | +42.2% | -3.6% | +22.1% |
| All | +38.8% | +96.2% | -57.5% | +28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling