+48.8%
CAVA vs SITM
+452.7%
-403.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.1% | +2.6% |
| 7D | -8.0% | +3.9% | -11.9% | -8.6% |
| 30D | -19.6% | -6.6% | -13.0% | -19.0% |
| 3M | -36.7% | -11.9% | -24.8% | -36.5% |
| 6M | -30.6% | +81.1% | -111.7% | -41.7% |
| YTD | -4.8% | +80.0% | -84.8% | -21.1% |
| 1Y | -13.1% | +145.8% | -159.0% | -34.7% |
| 3Y | +48.8% | +475.9% | -427.1% | -21.6% |
| All | +48.8% | +452.7% | -403.9% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling