+85.7%
CAVA vs CART
+135.4%
-49.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.9% | +1.4% |
| 7D | -1.6% | +1.3% | -2.8% | -1.8% |
| 30D | +12.9% | +19.2% | -6.3% | +7.7% |
| 3M | -19.3% | +17.6% | -36.9% | -22.9% |
| 6M | -19.5% | +47.4% | -66.8% | -28.2% |
| YTD | -0.8% | +30.9% | -31.7% | -9.2% |
| 1Y | +20.8% | +46.0% | -25.2% | +6.4% |
| 3Y | +85.7% | +130.3% | -44.6% | +54.4% |
| All | +85.7% | +135.4% | -49.7% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling