+27.6%
CAVA vs IT
-49.1%
+76.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.3% | -1.8% | +2.4% |
| 7D | -8.0% | -3.7% | -4.4% | -7.4% |
| 30D | -19.6% | +0.1% | -19.6% | -19.6% |
| 3M | -36.7% | +20.7% | -57.4% | -40.1% |
| 6M | -30.6% | +12.0% | -42.6% | -33.7% |
| YTD | -4.8% | -28.8% | +24.0% | +4.5% |
| 1Y | -13.1% | -25.5% | +12.4% | -6.7% |
| 3Y | +48.8% | -48.8% | +97.5% | +93.6% |
| All | +27.6% | -49.1% | +76.8% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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