+23.3%
CAVA vs GFS
-25.6%
+48.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.5% | -4.4% |
| 7D | -12.4% | +3.2% | -15.6% | -13.2% |
| 30D | -11.2% | -9.6% | -1.6% | -8.8% |
| 3M | -33.8% | -38.5% | +4.7% | -25.6% |
| 6M | -32.5% | -1.3% | -31.2% | -36.5% |
| YTD | -8.0% | +31.8% | -39.8% | -22.8% |
| 1Y | -17.1% | +44.6% | -61.7% | -33.6% |
| 3Y | +37.8% | -20.6% | +58.5% | +29.0% |
| All | +23.3% | -25.6% | +48.9% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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