+38.8%
CAVA vs CP
+21.1%
+17.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.7% |
| 7D | -9.2% | -2.7% | -6.6% | -7.6% |
| 30D | -8.2% | +0.2% | -8.3% | -8.0% |
| 3M | -15.3% | +2.6% | -17.9% | -16.7% |
| 6M | -23.6% | +6.0% | -29.6% | -26.7% |
| YTD | +3.5% | +24.9% | -21.4% | -11.9% |
| 1Y | -7.9% | +20.1% | -28.0% | -19.6% |
| 3Y | +38.7% | +16.4% | +22.3% | +16.6% |
| All | +38.8% | +21.1% | +17.6% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling