+29.1%
CAVA vs SSNC
+41.1%
-12.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.4% | -4.7% | -5.2% |
| 7D | -8.5% | -3.9% | -4.7% | -6.3% |
| 30D | -8.2% | -0.2% | -8.1% | -8.0% |
| 3M | -25.9% | +15.9% | -41.8% | -33.4% |
| 6M | -30.9% | +7.5% | -38.4% | -34.5% |
| YTD | -3.7% | -8.2% | +4.5% | +1.7% |
| 1Y | -13.4% | -9.3% | -4.1% | -7.8% |
| 3Y | +44.2% | +48.5% | -4.2% | +3.1% |
| All | +29.1% | +41.1% | -12.0% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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