+19.9%
CAVA vs CRL
+85.3%
-65.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -7.3% | +10.0% | +4.2% |
| 7D | +14.2% | -12.8% | +27.0% | +17.3% |
| 30D | +14.6% | +5.0% | +9.6% | +12.2% |
| 3M | -2.3% | +39.4% | -41.7% | -11.6% |
| 6M | -30.5% | +89.4% | -119.9% | -42.2% |
| YTD | +5.6% | +63.6% | -58.0% | -10.0% |
| 1Y | +19.9% | +83.5% | -63.6% | -3.8% |
| All | +19.9% | +85.3% | -65.5% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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