+37.9%
CAVA vs CF
+93.1%
-55.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -3.0% |
| 7D | +0.1% | +4.8% | -4.6% | +0.4% |
| 30D | +12.6% | +9.7% | +2.9% | +12.9% |
| 3M | -1.9% | +1.2% | -3.2% | -1.9% |
| 6M | -23.9% | +7.4% | -31.3% | -23.8% |
| YTD | +2.9% | +60.5% | -57.6% | -1.5% |
| 1Y | +21.6% | +50.7% | -29.1% | +16.9% |
| 3Y | +94.4% | +64.8% | +29.6% | +85.6% |
| All | +37.9% | +93.1% | -55.2% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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