+23.3%
CAVA vs CG
+55.7%
-32.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.1% | -3.2% |
| 7D | -12.4% | -9.8% | -2.6% | -7.6% |
| 30D | -11.2% | -10.3% | -0.9% | -6.1% |
| 3M | -33.8% | -1.7% | -32.1% | -33.8% |
| 6M | -32.5% | -9.8% | -22.7% | -29.6% |
| YTD | -8.0% | -25.6% | +17.6% | +6.0% |
| 1Y | -17.1% | -32.5% | +15.4% | -0.2% |
| 3Y | +37.8% | +45.6% | -7.8% | +3.2% |
| All | +23.3% | +55.7% | -32.3% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling