-13.1%
CAVA vs SFM
-46.0%
+32.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.3% |
| 7D | -8.0% | -10.6% | +2.6% | -5.8% |
| 30D | -19.6% | -15.5% | -4.1% | -16.8% |
| 3M | -36.7% | -17.4% | -19.2% | -34.3% |
| 6M | -30.6% | -3.4% | -27.1% | -31.1% |
| YTD | -4.8% | -8.7% | +3.9% | -3.8% |
| 1Y | -13.1% | -47.2% | +34.0% | +3.0% |
| All | -13.1% | -46.0% | +32.9% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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