+27.6%
CAVA vs PSLV
+160.9%
-133.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | -8.0% | -3.5% | -4.6% | -7.5% |
| 30D | -19.6% | -2.1% | -17.4% | -19.3% |
| 3M | -36.7% | -1.6% | -35.0% | -36.6% |
| 6M | -30.6% | -25.5% | -5.1% | -27.5% |
| YTD | -4.8% | -11.4% | +6.6% | -5.5% |
| 1Y | -13.1% | +48.6% | -61.7% | -24.1% |
| 3Y | +48.8% | +166.9% | -118.1% | +2.9% |
| All | +27.6% | +160.9% | -133.3% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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