+23.3%
CAVA vs TAP
-36.1%
+59.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -12.4% | -5.3% | -7.2% | -11.9% |
| 30D | -11.2% | -7.4% | -3.8% | -10.3% |
| 3M | -33.8% | -4.9% | -28.9% | -33.4% |
| 6M | -32.5% | -14.2% | -18.3% | -31.6% |
| YTD | -8.0% | -14.8% | +6.8% | -7.6% |
| 1Y | -17.1% | -18.1% | +1.0% | -16.3% |
| 3Y | +37.8% | -32.7% | +70.5% | +43.0% |
| All | +23.3% | -36.1% | +59.5% | +28.2% |
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