+82.5%
CAVA vs CART
+21.6%
+60.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | -9.2% | +1.0% | -10.3% | -9.4% |
| 30D | -8.2% | +12.6% | -20.8% | -11.0% |
| 3M | -15.3% | +23.1% | -38.4% | -20.2% |
| 6M | -23.6% | +39.5% | -63.1% | -31.0% |
| YTD | +3.5% | +13.5% | -10.0% | -1.3% |
| 1Y | -7.9% | +14.9% | -22.8% | -13.1% |
| All | +82.5% | +21.6% | +60.9% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling