+50.5%
CAVA vs M
+106.8%
-56.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.2% | -1.8% | -5.0% |
| 7D | -8.5% | -4.1% | -4.5% | -7.6% |
| 30D | -8.2% | -13.6% | +5.4% | -5.1% |
| 3M | -25.9% | -2.3% | -23.6% | -25.7% |
| 6M | -30.9% | +21.9% | -52.8% | -34.6% |
| YTD | -3.7% | -0.6% | -3.1% | -4.6% |
| 1Y | -13.4% | +29.7% | -43.2% | -19.9% |
| All | +50.5% | +106.8% | -56.3% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling