+50.5%
CAVA vs CP
+19.7%
+30.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.2% | -4.9% | -5.3% |
| 7D | -8.5% | +0.6% | -9.1% | -8.9% |
| 30D | -8.2% | -0.5% | -7.7% | -7.7% |
| 3M | -25.9% | +0.1% | -26.0% | -25.9% |
| 6M | -30.9% | +7.8% | -38.7% | -34.4% |
| YTD | -3.7% | +22.9% | -26.6% | -17.1% |
| 1Y | -13.4% | +21.3% | -34.7% | -25.0% |
| All | +50.5% | +19.7% | +30.8% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling