-19.5%
CAVA vs M
+36.8%
-56.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.9% |
| 7D | -1.6% | +7.0% | -8.6% | -4.0% |
| 30D | +12.9% | +8.9% | +4.0% | +9.7% |
| 3M | -19.3% | +4.5% | -23.8% | -21.5% |
| 6M | -19.5% | +36.2% | -55.7% | -25.5% |
| All | -19.5% | +36.8% | -56.3% | -25.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling