+38.8%
CAVA vs CMS
+25.0%
+13.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.0% |
| 3M | -15.3% | -1.9% | -13.4% | -15.1% |
| 6M | -23.6% | -11.0% | -12.6% | -23.2% |
| YTD | +3.5% | +0.2% | +3.3% | +4.1% |
| 1Y | -7.9% | -1.3% | -6.6% | -7.5% |
| 3Y | +38.7% | +35.9% | +2.7% | +30.4% |
| All | +38.8% | +25.0% | +13.8% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling