+33.0%
CAVA vs TAP
-32.2%
+65.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +1.0% |
| 7D | -1.6% | +1.3% | -2.8% | -1.8% |
| 30D | +12.9% | +5.7% | +7.1% | +12.1% |
| 3M | -19.3% | -1.9% | -17.4% | -19.1% |
| 6M | -19.5% | +0.9% | -20.4% | -19.6% |
| YTD | -0.8% | -9.5% | +8.7% | -1.2% |
| 1Y | +20.8% | -9.0% | +29.8% | +20.1% |
| 3Y | +85.7% | -22.2% | +107.9% | +89.5% |
| All | +33.0% | -32.2% | +65.2% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling