+27.6%
CAVA vs ITW
+19.1%
+8.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +2.7% |
| 7D | -8.0% | -0.7% | -7.3% | -7.5% |
| 30D | -19.6% | -8.3% | -11.2% | -14.7% |
| 3M | -36.7% | +6.0% | -42.7% | -39.6% |
| 6M | -30.6% | 0.0% | -30.6% | -31.2% |
| YTD | -4.8% | +10.2% | -15.0% | -13.4% |
| 1Y | -13.1% | +3.2% | -16.3% | -17.0% |
| 3Y | +48.8% | +21.0% | +27.8% | +15.3% |
| All | +27.6% | +19.1% | +8.5% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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