-30.6%
CAVA vs CNI
+16.4%
-47.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.1% |
| 7D | -8.0% | -0.4% | -7.7% | -7.9% |
| 30D | -19.6% | -2.7% | -16.9% | -18.8% |
| 3M | -36.7% | +3.9% | -40.6% | -36.4% |
| 6M | -30.6% | +16.4% | -46.9% | -32.6% |
| All | -30.6% | +16.4% | -47.0% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 6mo: compounded portfolio wealth divided by compounded CNI 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…
6mo analysis · Full analysis span regression · 6 months rolling