+38.8%
CAVA vs CF
+110.5%
-71.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.8% | -1.5% |
| 7D | -9.2% | +6.0% | -15.2% | -9.2% |
| 30D | -8.2% | +14.8% | -23.0% | -8.0% |
| 3M | -15.3% | +14.1% | -29.4% | -15.1% |
| 6M | -23.6% | +28.5% | -52.1% | -24.8% |
| YTD | +3.5% | +74.9% | -71.4% | -0.9% |
| 1Y | -7.9% | +61.7% | -69.6% | -11.3% |
| 3Y | +38.7% | +80.3% | -41.7% | +34.6% |
| All | +38.8% | +110.5% | -71.7% | +45.6% |
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 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