-17.1%
CAVA vs M
+25.2%
-42.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.7% | +0.3% | -3.3% |
| 7D | -12.4% | -8.8% | -3.7% | -10.4% |
| 30D | -11.2% | -16.4% | +5.2% | -7.4% |
| 3M | -33.8% | -10.8% | -23.0% | -32.2% |
| 6M | -32.5% | +16.1% | -48.6% | -35.1% |
| YTD | -8.0% | -5.3% | -2.7% | -7.7% |
| 1Y | -17.1% | +24.9% | -42.0% | -22.4% |
| All | -17.1% | +25.2% | -42.3% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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