+27.6%
CAVA vs CG
+53.0%
-25.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.4% |
| 7D | -8.0% | -9.9% | +1.8% | -2.9% |
| 30D | -19.6% | -11.7% | -7.9% | -14.3% |
| 3M | -36.7% | -4.3% | -32.4% | -35.8% |
| 6M | -30.6% | -8.8% | -21.8% | -28.0% |
| YTD | -4.8% | -26.9% | +22.1% | +10.6% |
| 1Y | -13.1% | -35.4% | +22.3% | +7.2% |
| 3Y | +48.8% | +43.0% | +5.7% | +12.4% |
| All | +27.6% | +53.0% | -25.4% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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