+38.8%
CAVA vs M
+65.6%
-26.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -2.1% |
| 7D | -9.2% | +4.7% | -14.0% | -10.3% |
| 30D | -8.2% | -9.6% | +1.5% | -6.0% |
| 3M | -15.3% | +0.9% | -16.2% | -15.8% |
| 6M | -23.6% | +22.3% | -45.9% | -27.8% |
| YTD | +3.5% | +6.5% | -3.0% | +0.8% |
| 1Y | -7.9% | +38.8% | -46.7% | -16.4% |
| 3Y | +38.7% | +115.9% | -77.2% | -1.5% |
| All | +38.8% | +65.6% | -26.8% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling