+42.4%
CAVA vs CF
+88.3%
-45.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.4% |
| 7D | +0.5% | -0.9% | +1.4% | +0.5% |
| 30D | +16.2% | +6.9% | +9.3% | +16.5% |
| 3M | -0.1% | +4.8% | -5.0% | -0.1% |
| 6M | -21.5% | +4.7% | -26.1% | -21.5% |
| YTD | +6.2% | +56.5% | -50.3% | +1.5% |
| 1Y | +28.2% | +48.4% | -20.2% | +23.0% |
| 3Y | +97.7% | +59.1% | +38.6% | +88.5% |
| All | +42.4% | +88.3% | -45.9% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling