-7.9%
CAVA vs CMS
-1.9%
-6.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -9.2% | +0.4% | -9.6% | -9.3% |
| 30D | -8.2% | -3.6% | -4.6% | -7.9% |
| 3M | -15.3% | -1.9% | -13.4% | -14.6% |
| 6M | -23.6% | -11.0% | -12.6% | -24.2% |
| YTD | +3.5% | +0.2% | +3.3% | +8.6% |
| 1Y | -7.9% | -1.3% | -6.6% | -3.8% |
| All | -7.9% | -1.9% | -6.0% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling