+23.3%
CAVA vs CMS
+23.5%
-0.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.4% |
| 7D | -12.4% | -1.3% | -11.1% | -12.3% |
| 30D | -11.2% | -2.8% | -8.4% | -11.0% |
| 3M | -33.8% | -7.1% | -26.7% | -33.4% |
| 6M | -32.5% | -10.0% | -22.5% | -32.1% |
| YTD | -8.0% | -0.9% | -7.0% | -7.4% |
| 1Y | -17.1% | -2.0% | -15.1% | -16.7% |
| 3Y | +37.8% | +33.0% | +4.8% | +30.5% |
| All | +23.3% | +23.5% | -0.2% | +22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling