+48.8%
CAVA vs CRS
+612.2%
-563.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.9% |
| 7D | -8.0% | -6.8% | -1.3% | -5.9% |
| 30D | -19.6% | -16.1% | -3.4% | -14.9% |
| 3M | -36.7% | -21.2% | -15.5% | -32.2% |
| 6M | -30.6% | +8.7% | -39.3% | -34.3% |
| YTD | -4.8% | +41.0% | -45.8% | -18.8% |
| 1Y | -13.1% | +82.7% | -95.8% | -34.2% |
| 3Y | +48.8% | +604.8% | -556.0% | -24.1% |
| All | +48.8% | +612.2% | -563.5% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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