+37.4%
CAVA vs CLX
-33.1%
+70.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.5% |
| 7D | -1.5% | -3.5% | +2.0% | -0.4% |
| 30D | -3.7% | -11.9% | +8.2% | +0.2% |
| 3M | -18.3% | -2.6% | -15.7% | -17.8% |
| 6M | -23.5% | -18.2% | -5.3% | -18.9% |
| YTD | +2.5% | -5.9% | +8.4% | +3.1% |
| 1Y | -8.0% | -23.8% | +15.9% | -0.6% |
| 3Y | +53.5% | -33.6% | +87.1% | +67.8% |
| All | +37.4% | -33.1% | +70.5% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling