+19.9%
CAVA vs TNA
+37.5%
-17.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.4% | -1.6% | +1.1% |
| 7D | +14.2% | +2.4% | +11.8% | +13.2% |
| 30D | +14.6% | -0.9% | +15.5% | +14.7% |
| 3M | -2.3% | -19.2% | +16.9% | +5.9% |
| 6M | -30.5% | -0.8% | -29.7% | -31.8% |
| YTD | +5.6% | +33.2% | -27.6% | -10.8% |
| 1Y | +19.9% | +38.5% | -18.6% | -2.4% |
| All | +19.9% | +37.5% | -17.6% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling