+23.3%
CAVA vs CP
+17.5%
+5.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.1% | -3.6% |
| 7D | -12.4% | -2.7% | -9.7% | -10.8% |
| 30D | -11.2% | -3.4% | -7.8% | -9.0% |
| 3M | -33.8% | -0.6% | -33.2% | -33.5% |
| 6M | -32.5% | +6.3% | -38.8% | -35.4% |
| YTD | -8.0% | +21.2% | -29.2% | -20.1% |
| 1Y | -17.1% | +20.0% | -37.2% | -27.7% |
| 3Y | +37.8% | +18.7% | +19.1% | +13.6% |
| All | +23.3% | +17.5% | +5.9% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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