+19.9%
CAVA vs SM
+70.4%
-50.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -15.3% | +18.1% | +0.6% |
| 7D | +14.2% | -21.5% | +35.7% | +10.8% |
| 30D | +14.6% | -11.4% | +25.9% | +12.8% |
| 3M | -2.3% | +0.6% | -2.9% | -2.0% |
| 6M | -30.5% | +0.2% | -30.8% | -29.7% |
| YTD | +5.6% | +69.7% | -64.1% | +0.8% |
| 1Y | +19.9% | +71.6% | -51.7% | +13.2% |
| All | +19.9% | +70.4% | -50.5% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling