+38.8%
CAVA vs SIMO
+290.6%
-251.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.7% | -10.2% | -3.1% |
| 7D | -9.2% | +4.2% | -13.5% | -10.0% |
| 30D | -8.2% | +4.1% | -12.3% | -9.3% |
| 3M | -15.3% | -12.9% | -2.4% | -15.3% |
| 6M | -23.6% | +110.3% | -133.9% | -41.4% |
| YTD | +3.5% | +178.6% | -175.0% | -27.4% |
| 1Y | -7.9% | +220.0% | -227.9% | -38.8% |
| 3Y | +38.7% | +409.0% | -370.4% | -23.6% |
| All | +38.8% | +290.6% | -251.8% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling