+48.8%
CAVA vs CLX
-36.5%
+85.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.8% |
| 7D | -8.0% | -5.7% | -2.3% | -6.3% |
| 30D | -19.6% | -17.0% | -2.5% | -14.7% |
| 3M | -36.7% | -9.7% | -27.0% | -34.8% |
| 6M | -30.6% | -19.8% | -10.7% | -25.8% |
| YTD | -4.8% | -9.8% | +5.1% | -2.9% |
| 1Y | -13.1% | -26.2% | +13.0% | -5.2% |
| 3Y | +48.8% | -36.2% | +85.0% | +70.7% |
| All | +48.8% | -36.5% | +85.2% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 3y: compounded portfolio wealth divided by compounded CLX 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…
3y analysis · Full analysis span regression · 6 months rolling