+37.4%
CAVA vs CRL
+35.6%
+1.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.3% |
| 7D | -1.5% | -0.6% | -1.0% | -1.4% |
| 30D | -3.7% | +5.0% | -8.6% | -4.9% |
| 3M | -18.3% | +50.6% | -68.9% | -27.2% |
| 6M | -23.5% | +60.9% | -84.4% | -33.5% |
| YTD | +2.5% | +40.7% | -38.3% | -8.0% |
| 1Y | -8.0% | +73.3% | -81.3% | -22.3% |
| 3Y | +53.5% | +40.6% | +12.9% | +23.0% |
| All | +37.4% | +35.6% | +1.8% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling