-8.0%
CAVA vs IP
-21.3%
+13.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.3% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -3.7% | -11.2% | +7.6% | +0.3% |
| 3M | -18.3% | +12.3% | -30.6% | -22.2% |
| 6M | -23.5% | -5.2% | -18.2% | -21.8% |
| YTD | +2.5% | -4.0% | +6.4% | +2.1% |
| 1Y | -8.0% | -19.2% | +11.3% | -2.9% |
| All | -8.0% | -21.3% | +13.4% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling