+33.0%
CAVA vs CFG
+179.1%
-146.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | -1.6% | +3.2% | -4.7% | -3.2% |
| 30D | +12.9% | +5.1% | +7.7% | +9.9% |
| 3M | -19.3% | -11.2% | -8.1% | -13.9% |
| 6M | -19.5% | +9.6% | -29.0% | -23.9% |
| YTD | -0.8% | +15.0% | -15.8% | -8.6% |
| 1Y | +20.8% | +29.9% | -9.1% | +4.3% |
| 3Y | +85.7% | +192.1% | -106.4% | +6.0% |
| All | +33.0% | +179.1% | -146.1% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling