+23.3%
CAVA vs OTIS
-17.7%
+41.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -3.5% |
| 7D | -12.4% | -5.0% | -7.4% | -10.3% |
| 30D | -11.2% | -6.5% | -4.7% | -8.4% |
| 3M | -33.8% | -2.0% | -31.8% | -33.2% |
| 6M | -32.5% | -20.2% | -12.3% | -25.6% |
| YTD | -8.0% | -21.0% | +13.0% | +1.3% |
| 1Y | -17.1% | -20.9% | +3.7% | -8.9% |
| 3Y | +37.8% | -13.3% | +51.2% | +20.6% |
| All | +23.3% | -17.7% | +41.0% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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