+23.3%
CAVA vs CRL
+31.8%
-8.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -3.9% |
| 7D | -12.4% | -6.9% | -5.5% | -10.7% |
| 30D | -11.2% | -3.2% | -8.0% | -10.3% |
| 3M | -33.8% | +46.5% | -80.3% | -40.5% |
| 6M | -32.5% | +63.1% | -95.6% | -41.6% |
| YTD | -8.0% | +36.9% | -44.8% | -16.8% |
| 1Y | -17.1% | +78.1% | -95.2% | -30.5% |
| 3Y | +37.8% | +36.7% | +1.1% | +11.3% |
| All | +23.3% | +31.8% | -8.5% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling