-30.6%
CAVA vs TDY
-7.1%
-23.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.1% |
| 7D | -8.0% | -1.1% | -6.9% | -7.7% |
| 30D | -19.6% | -12.0% | -7.5% | -16.3% |
| 3M | -36.7% | -3.2% | -33.5% | -36.6% |
| 6M | -30.6% | -7.9% | -22.7% | -27.9% |
| All | -30.6% | -7.1% | -23.4% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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