+29.1%
CAVA vs M
+54.5%
-25.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.0% |
| 3M | -25.9% | -2.3% | -23.6% | -25.7% |
| 6M | -30.9% | +21.9% | -52.8% | -34.7% |
| YTD | -3.7% | -0.6% | -3.1% | -4.6% |
| 1Y | -13.4% | +29.7% | -43.2% | -20.1% |
| 3Y | +44.2% | +107.3% | -63.0% | +3.2% |
| All | +29.1% | +54.5% | -25.5% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling