+23.3%
CAVA vs TNA
+92.1%
-68.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.4% | -3.2% |
| 7D | -12.4% | -7.6% | -4.8% | -9.5% |
| 30D | -11.2% | -13.6% | +2.4% | -5.6% |
| 3M | -33.8% | +2.8% | -36.6% | -34.8% |
| 6M | -32.5% | +34.5% | -67.0% | -41.8% |
| YTD | -8.0% | +41.0% | -49.0% | -22.7% |
| 1Y | -17.1% | +52.0% | -69.1% | -33.6% |
| 3Y | +37.8% | +103.5% | -65.6% | -11.3% |
| All | +23.3% | +92.1% | -68.7% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling