+23.3%
CAVA vs SPMO
+177.3%
-153.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -2.5% |
| 7D | -12.4% | +0.1% | -12.5% | -12.5% |
| 30D | -11.2% | -0.7% | -10.5% | -10.5% |
| 3M | -33.8% | +2.8% | -36.6% | -38.0% |
| 6M | -32.5% | +24.4% | -56.9% | -52.9% |
| YTD | -8.0% | +24.2% | -32.2% | -35.3% |
| 1Y | -17.1% | +24.5% | -41.6% | -42.0% |
| 3Y | +37.8% | +155.6% | -117.8% | -64.0% |
| All | +23.3% | +177.3% | -153.9% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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