-13.1%
CAVA vs CMS
-2.9%
-10.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.6% |
| 7D | -8.0% | -1.9% | -6.1% | -7.9% |
| 30D | -19.6% | -4.1% | -15.5% | -19.3% |
| 3M | -36.7% | -7.1% | -29.6% | -36.0% |
| 6M | -30.6% | -10.1% | -20.5% | -29.8% |
| YTD | -4.8% | -1.7% | -3.1% | +0.3% |
| 1Y | -13.1% | -3.4% | -9.7% | -8.2% |
| All | -13.1% | -2.9% | -10.2% | -8.2% |
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