+27.6%
CAVA vs SITM
+447.6%
-420.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.1% | +2.5% |
| 7D | -8.0% | +3.9% | -11.9% | -8.6% |
| 30D | -19.6% | -6.6% | -13.0% | -18.9% |
| 3M | -36.7% | -11.9% | -24.8% | -36.6% |
| 6M | -30.6% | +81.1% | -111.7% | -42.6% |
| YTD | -4.8% | +80.0% | -84.8% | -22.4% |
| 1Y | -13.1% | +145.8% | -159.0% | -36.3% |
| 3Y | +48.8% | +475.9% | -427.1% | -26.2% |
| All | +27.6% | +447.6% | -420.0% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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