+50.5%
CAVA vs TAP
-33.0%
+83.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.9% |
| 7D | -8.5% | -5.1% | -3.5% | -7.9% |
| 30D | -8.2% | -8.4% | +0.2% | -7.2% |
| 3M | -25.9% | -3.9% | -22.0% | -25.5% |
| 6M | -30.9% | -14.4% | -16.5% | -29.9% |
| YTD | -3.7% | -14.7% | +11.0% | -3.4% |
| 1Y | -13.4% | -18.7% | +5.2% | -12.4% |
| All | +50.5% | -33.0% | +83.5% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling