+23.3%
CAVA vs MCO
+40.7%
-17.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -3.4% |
| 7D | -12.4% | -7.3% | -5.1% | -7.6% |
| 30D | -11.2% | -1.7% | -9.5% | -10.0% |
| 3M | -33.8% | +3.9% | -37.7% | -36.2% |
| 6M | -32.5% | +3.8% | -36.3% | -35.0% |
| YTD | -8.0% | -7.9% | -0.1% | -4.2% |
| 1Y | -17.1% | -6.8% | -10.3% | -15.1% |
| 3Y | +37.8% | +40.9% | -3.1% | -3.0% |
| All | +23.3% | +40.7% | -17.4% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling