+37.4%
CAVA vs SFM
+115.7%
-78.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | +1.4% |
| 7D | -1.5% | -5.8% | +4.3% | +0.5% |
| 30D | -3.7% | -11.4% | +7.7% | +0.4% |
| 3M | -18.3% | -12.2% | -6.1% | -15.1% |
| 6M | -23.5% | -5.2% | -18.3% | -23.9% |
| YTD | +2.5% | -4.5% | +6.9% | +0.8% |
| 1Y | -8.0% | -45.4% | +37.4% | +17.5% |
| 3Y | +53.5% | +91.1% | -37.6% | +3.3% |
| All | +37.4% | +115.7% | -78.3% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling