+85.7%
CAVA vs SIMO
+221.6%
-135.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +2.4% |
| 7D | -1.6% | +4.1% | -5.7% | -2.2% |
| 30D | +12.9% | -24.0% | +36.8% | +16.5% |
| 3M | -19.3% | -31.8% | +12.4% | -16.1% |
| 6M | -19.5% | -36.9% | +17.4% | -17.5% |
| YTD | -0.8% | +84.8% | -85.6% | -27.0% |
| 1Y | +20.8% | +99.0% | -78.2% | -13.4% |
| 3Y | +85.7% | +217.9% | -132.3% | +14.7% |
| All | +85.7% | +221.6% | -135.9% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling