-54.5%
CAVA vs SARO
-22.5%
-32.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.8% | +2.7% |
| 7D | -8.0% | -3.1% | -4.9% | -6.6% |
| 30D | -19.6% | -12.2% | -7.3% | -14.4% |
| 3M | -36.7% | -7.4% | -29.3% | -35.1% |
| 6M | -30.6% | -15.3% | -15.3% | -26.3% |
| YTD | -4.8% | -16.2% | +11.4% | +0.3% |
| 1Y | -13.1% | -12.1% | -1.0% | -11.5% |
| All | -54.5% | -22.5% | -32.1% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling