+19.9%
CAVA vs MCO
+9.9%
+10.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.9% | -2.1% | -0.1% |
| 7D | +14.2% | +10.7% | +3.5% | +7.9% |
| 30D | +14.6% | +17.9% | -3.3% | +4.5% |
| 3M | -2.3% | +9.5% | -11.8% | -7.1% |
| 6M | -30.5% | +18.1% | -48.6% | -37.1% |
| YTD | +5.6% | +4.1% | +1.5% | -1.2% |
| 1Y | +19.9% | +9.3% | +10.6% | +4.9% |
| All | +19.9% | +9.9% | +10.0% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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