+37.4%
CAVA vs CF
+112.0%
-74.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.0% |
| 7D | -1.5% | -0.9% | -0.6% | -1.5% |
| 30D | -3.7% | +18.1% | -21.7% | -3.4% |
| 3M | -18.3% | +23.4% | -41.7% | -18.1% |
| 6M | -23.5% | +17.1% | -40.6% | -24.1% |
| YTD | +2.5% | +76.2% | -73.8% | -1.9% |
| 1Y | -8.0% | +62.3% | -70.2% | -11.4% |
| 3Y | +53.5% | +71.8% | -18.3% | +46.2% |
| All | +37.4% | +112.0% | -74.7% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling