+37.4%
CAVA vs TAP
-35.5%
+72.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.5% |
| 7D | -1.5% | -2.3% | +0.8% | -1.3% |
| 30D | -3.7% | -9.4% | +5.7% | -2.6% |
| 3M | -18.3% | -0.8% | -17.5% | -18.2% |
| 6M | -23.5% | -14.7% | -8.7% | -22.4% |
| YTD | +2.5% | -13.9% | +16.4% | +2.7% |
| 1Y | -8.0% | -18.6% | +10.7% | -6.9% |
| 3Y | +53.5% | -32.0% | +85.5% | +59.0% |
| All | +37.4% | -35.5% | +72.9% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling