+23.3%
CAVA vs CNH
-0.8%
+24.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.6% | -3.6% |
| 7D | -12.4% | -2.5% | -10.0% | -11.9% |
| 30D | -11.2% | +27.0% | -38.2% | -17.9% |
| 3M | -33.8% | +32.6% | -66.4% | -40.0% |
| 6M | -32.5% | +23.6% | -56.1% | -38.0% |
| YTD | -8.0% | +47.8% | -55.8% | -22.0% |
| 1Y | -17.1% | +21.3% | -38.4% | -24.4% |
| 3Y | +37.8% | +7.0% | +30.9% | +29.2% |
| All | +23.3% | -0.8% | +24.2% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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