+48.8%
CAVA vs CRL
+38.6%
+10.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.9% |
| 7D | -8.0% | -3.5% | -4.5% | -7.1% |
| 30D | -19.6% | -2.1% | -17.4% | -19.0% |
| 3M | -36.7% | +48.0% | -84.6% | -43.3% |
| 6M | -30.6% | +64.7% | -95.3% | -40.2% |
| YTD | -4.8% | +39.5% | -44.3% | -14.4% |
| 1Y | -13.1% | +74.2% | -87.3% | -26.8% |
| 3Y | +48.8% | +39.4% | +9.4% | +16.8% |
| All | +48.8% | +38.6% | +10.2% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling