-13.1%
CAVA vs MCO
-5.7%
-7.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +2.7% |
| 7D | -8.0% | -3.8% | -4.3% | -6.4% |
| 30D | -19.6% | -0.4% | -19.2% | -19.3% |
| 3M | -36.7% | +7.7% | -44.4% | -39.1% |
| 6M | -30.6% | +7.0% | -37.6% | -33.1% |
| YTD | -4.8% | -6.4% | +1.6% | -5.9% |
| 1Y | -13.1% | -7.6% | -5.5% | -16.4% |
| All | -13.1% | -5.7% | -7.4% | -16.4% |
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