-33.6%
CAVA vs SW
+19.0%
-52.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.7% |
| 7D | +1.4% | +4.7% | -3.3% | +0.1% |
| 30D | +14.0% | +5.0% | +9.0% | +12.1% |
| 3M | -9.3% | -7.3% | -2.0% | -8.2% |
| 6M | -33.6% | +15.0% | -48.6% | -36.1% |
| All | -33.6% | +19.0% | -52.5% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 6mo: compounded portfolio wealth divided by compounded SW 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…
6mo analysis · Full analysis span regression · 6 months rolling