+23.3%
CAVA vs CFG
+195.4%
-172.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.7% |
| 7D | -12.4% | -1.7% | -10.7% | -11.6% |
| 30D | -11.2% | -4.6% | -6.6% | -8.9% |
| 3M | -33.8% | +7.9% | -41.7% | -36.8% |
| 6M | -32.5% | +19.9% | -52.4% | -39.3% |
| YTD | -8.0% | +21.7% | -29.7% | -17.8% |
| 1Y | -17.1% | +38.4% | -55.6% | -31.1% |
| 3Y | +37.8% | +187.0% | -149.2% | -21.2% |
| All | +23.3% | +195.4% | -172.1% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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