+29.1%
CAVA vs SIMO
+323.4%
-294.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.1% | -8.1% | -6.4% |
| 7D | -8.5% | +14.5% | -23.1% | -10.9% |
| 30D | -8.2% | +20.4% | -28.7% | -11.5% |
| 3M | -25.9% | +7.1% | -33.0% | -28.8% |
| 6M | -30.9% | +129.2% | -160.2% | -47.9% |
| YTD | -3.7% | +201.9% | -205.7% | -33.5% |
| 1Y | -13.4% | +235.5% | -248.9% | -42.7% |
| 3Y | +44.2% | +463.8% | -419.6% | -22.2% |
| All | +29.1% | +323.4% | -294.3% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling