+33.0%
CAVA vs THC
+271.4%
-238.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -1.6% | +1.0% | -2.5% | -1.8% |
| 30D | +12.9% | +5.3% | +7.6% | +11.3% |
| 3M | -19.3% | +7.1% | -26.4% | -21.0% |
| 6M | -19.5% | +46.0% | -65.5% | -28.0% |
| YTD | -0.8% | +43.9% | -44.7% | -12.2% |
| 1Y | +20.8% | +45.4% | -24.6% | +6.0% |
| 3Y | +85.7% | +421.3% | -335.6% | -20.0% |
| All | +33.0% | +271.4% | -238.4% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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