+23.3%
CAVA vs SIMO
+304.4%
-281.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | 0.0% | -3.6% |
| 7D | -12.4% | +12.5% | -25.0% | -14.4% |
| 30D | -11.2% | +18.4% | -29.6% | -14.1% |
| 3M | -33.8% | +5.6% | -39.4% | -36.2% |
| 6M | -32.5% | +116.9% | -149.4% | -48.5% |
| YTD | -8.0% | +188.4% | -196.4% | -35.9% |
| 1Y | -17.1% | +221.3% | -238.4% | -44.7% |
| 3Y | +37.8% | +438.6% | -400.7% | -25.0% |
| All | +23.3% | +304.4% | -281.0% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling