-19.5%
CAVA vs SIMO
-35.7%
+16.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +1.7% |
| 7D | -1.6% | +4.1% | -5.7% | -1.7% |
| 30D | +12.9% | -24.0% | +36.8% | +13.4% |
| 3M | -19.3% | -31.8% | +12.4% | -18.6% |
| 6M | -19.5% | -36.9% | +17.4% | -18.8% |
| All | -19.5% | -35.7% | +16.3% | -18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling