+29.1%
CAVA vs CFG
+194.3%
-165.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.2% | -5.5% |
| 7D | -8.5% | -0.6% | -8.0% | -8.2% |
| 30D | -8.2% | -4.5% | -3.7% | -5.8% |
| 3M | -25.9% | +6.3% | -32.2% | -28.7% |
| 6M | -30.9% | +20.6% | -51.5% | -38.1% |
| YTD | -3.7% | +21.2% | -25.0% | -13.8% |
| 1Y | -13.4% | +38.2% | -51.6% | -28.0% |
| 3Y | +44.2% | +185.9% | -141.7% | -17.4% |
| All | +29.1% | +194.3% | -165.2% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling