+37.4%
CAVA vs TRMB
+14.1%
+23.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.4% |
| 7D | -1.5% | -0.3% | -1.3% | -1.4% |
| 30D | -3.7% | -1.2% | -2.4% | -3.2% |
| 3M | -18.3% | +9.6% | -27.9% | -23.2% |
| 6M | -23.5% | -16.1% | -7.4% | -16.0% |
| YTD | +2.5% | -25.0% | +27.4% | +19.7% |
| 1Y | -8.0% | -27.7% | +19.7% | +9.3% |
| 3Y | +53.5% | +15.3% | +38.2% | +43.1% |
| All | +37.4% | +14.1% | +23.2% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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