+27.6%
CAVA vs CNI
+12.2%
+15.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +2.9% |
| 7D | -8.0% | -0.4% | -7.7% | -7.8% |
| 30D | -19.6% | -2.7% | -16.9% | -18.0% |
| 3M | -36.7% | +3.9% | -40.6% | -38.1% |
| 6M | -30.6% | +16.4% | -46.9% | -37.5% |
| YTD | -4.8% | +25.8% | -30.6% | -20.1% |
| 1Y | -13.1% | +32.4% | -45.5% | -30.1% |
| 3Y | +48.8% | +19.1% | +29.7% | +22.6% |
| All | +27.6% | +12.2% | +15.4% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling