+29.1%
CAVA vs OMC
-8.0%
+37.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.5% | -2.5% | -4.7% |
| 7D | -8.5% | -4.2% | -4.3% | -7.1% |
| 30D | -8.2% | -7.5% | -0.7% | -5.6% |
| 3M | -25.9% | +4.6% | -30.6% | -27.9% |
| 6M | -30.9% | -4.8% | -26.1% | -30.2% |
| YTD | -3.7% | -1.0% | -2.7% | -5.0% |
| 1Y | -13.4% | +3.8% | -17.3% | -17.4% |
| 3Y | +44.2% | +10.2% | +34.0% | +26.9% |
| All | +29.1% | -8.0% | +37.1% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling