+27.6%
CAVA vs OMC
-7.2%
+34.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.0% | +3.7% |
| 7D | -8.0% | -4.4% | -3.7% | -6.5% |
| 30D | -19.6% | -7.6% | -12.0% | -17.2% |
| 3M | -36.7% | +4.5% | -41.2% | -38.4% |
| 6M | -30.6% | -0.3% | -30.3% | -31.2% |
| YTD | -4.8% | -0.1% | -4.7% | -6.4% |
| 1Y | -13.1% | +4.6% | -17.8% | -17.3% |
| 3Y | +48.8% | +10.5% | +38.3% | +30.9% |
| All | +27.6% | -7.2% | +34.8% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 5y: compounded portfolio wealth divided by compounded OMC 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…
5y analysis · Full analysis span regression · 6 months rolling