-17.1%
CAVA vs CP
+20.0%
-37.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.1% | -3.7% |
| 7D | -12.4% | -2.7% | -9.7% | -11.2% |
| 30D | -11.2% | -3.4% | -7.8% | -9.3% |
| 3M | -33.8% | -0.6% | -33.2% | -33.1% |
| 6M | -32.5% | +6.3% | -38.8% | -34.2% |
| YTD | -8.0% | +21.2% | -29.2% | -19.0% |
| 1Y | -17.1% | +20.0% | -37.2% | -31.6% |
| All | -17.1% | +20.0% | -37.2% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling