+23.3%
CAVA vs SM
+46.5%
-23.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -5.0% | -4.5% |
| 7D | -12.4% | +2.1% | -14.6% | -12.8% |
| 30D | -11.2% | +18.1% | -29.3% | -13.8% |
| 3M | -33.8% | +17.0% | -50.8% | -36.0% |
| 6M | -32.5% | +55.4% | -87.9% | -40.5% |
| YTD | -8.0% | +108.6% | -116.5% | -25.9% |
| 1Y | -17.1% | +45.7% | -62.8% | -26.2% |
| 3Y | +37.8% | -0.3% | +38.2% | +29.0% |
| All | +23.3% | +46.5% | -23.2% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling