+23.3%
CAVA vs TRU
+5.4%
+18.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -12.4% | -9.4% | -3.1% | -8.8% |
| 30D | -11.2% | -4.1% | -7.1% | -9.7% |
| 3M | -33.8% | +13.6% | -47.4% | -38.3% |
| 6M | -32.5% | +3.6% | -36.1% | -34.8% |
| YTD | -8.0% | -9.8% | +1.8% | -6.3% |
| 1Y | -17.1% | -13.6% | -3.5% | -14.4% |
| 3Y | +37.8% | -2.0% | +39.8% | +48.8% |
| All | +23.3% | +5.4% | +18.0% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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