+50.5%
CAVA vs CNH
+9.4%
+41.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.2% | -8.2% | -6.7% |
| 7D | -8.5% | +1.8% | -10.4% | -9.2% |
| 30D | -8.2% | +32.6% | -40.9% | -16.2% |
| 3M | -25.9% | +29.4% | -55.3% | -32.4% |
| 6M | -30.9% | +26.0% | -56.9% | -36.9% |
| YTD | -3.7% | +52.2% | -55.9% | -19.1% |
| 1Y | -13.4% | +23.9% | -37.3% | -21.5% |
| All | +50.5% | +9.4% | +41.1% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling