-7.9%
CAVA vs SARO
-7.4%
-0.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -9.2% | -0.8% | -8.4% | -9.0% |
| 30D | -8.2% | -20.0% | +11.8% | -1.3% |
| 3M | -15.3% | -2.9% | -12.4% | -15.5% |
| 6M | -23.6% | -17.7% | -5.9% | -19.7% |
| YTD | +3.5% | -13.5% | +17.0% | +3.1% |
| 1Y | -7.9% | -9.7% | +1.8% | -11.9% |
| All | -7.9% | -7.4% | -0.5% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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