+80.6%
CAVA vs CART
+14.3%
+66.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.0% | +0.4% |
| 7D | -1.5% | -4.1% | +2.6% | -0.6% |
| 30D | -3.7% | -4.3% | +0.7% | -2.8% |
| 3M | -18.3% | +13.1% | -31.4% | -21.5% |
| 6M | -23.5% | +26.0% | -49.5% | -29.1% |
| YTD | +2.5% | +6.7% | -4.2% | -0.9% |
| 1Y | -8.0% | +6.3% | -14.2% | -11.5% |
| All | +80.6% | +14.3% | +66.3% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling