-7.0%
CAVA vs NTRS
+49.5%
-56.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -9.2% | +0.4% | -9.6% | -9.4% |
| 30D | -8.2% | +1.7% | -9.9% | -9.0% |
| 3M | -15.3% | +8.9% | -24.2% | -19.6% |
| 6M | -23.6% | +30.6% | -54.2% | -37.0% |
| YTD | +3.5% | +38.7% | -35.2% | -17.0% |
| All | -7.0% | +49.5% | -56.5% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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