+37.4%
CAVA vs SM
+44.9%
-7.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -1.6% |
| 7D | -1.5% | -0.2% | -1.4% | -1.5% |
| 30D | -3.7% | +31.5% | -35.2% | -8.4% |
| 3M | -18.3% | +17.3% | -35.6% | -21.2% |
| 6M | -23.5% | +48.5% | -72.0% | -31.7% |
| YTD | +2.5% | +106.3% | -103.8% | -17.4% |
| 1Y | -8.0% | +47.3% | -55.3% | -18.5% |
| 3Y | +53.5% | -1.4% | +54.9% | +43.9% |
| All | +37.4% | +44.9% | -7.5% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling