-30.6%
CAVA vs ITOT
+13.5%
-44.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +2.6% |
| 7D | -8.0% | -0.9% | -7.1% | -7.2% |
| 30D | -19.6% | -1.5% | -18.1% | -18.3% |
| 3M | -36.7% | +3.6% | -40.2% | -38.5% |
| 6M | -30.6% | +13.7% | -44.3% | -42.7% |
| All | -30.6% | +13.5% | -44.1% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 6mo: compounded portfolio wealth divided by compounded ITOT 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…
6mo analysis · Full analysis span regression · 6 months rolling