+29.1%
CAVA vs MTB
+116.7%
-87.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.9% | -5.9% |
| 7D | -8.5% | +1.1% | -9.6% | -9.1% |
| 30D | -8.2% | -4.6% | -3.6% | -5.8% |
| 3M | -25.9% | +6.3% | -32.2% | -28.9% |
| 6M | -30.9% | +15.6% | -46.5% | -36.9% |
| YTD | -3.7% | +20.6% | -24.3% | -13.8% |
| 1Y | -13.4% | +22.5% | -36.0% | -23.4% |
| 3Y | +44.2% | +114.4% | -70.2% | -1.4% |
| All | +29.1% | +116.7% | -87.7% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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