+19.9%
CAVA vs TW
+20.8%
-0.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.8% |
| 7D | +14.2% | +6.0% | +8.3% | +14.3% |
| 30D | +14.6% | +18.6% | -4.0% | +14.5% |
| 3M | -2.3% | +26.5% | -28.8% | -2.2% |
| 6M | -30.5% | +13.1% | -43.6% | -29.6% |
| YTD | +5.6% | +18.5% | -12.9% | +7.4% |
| 1Y | +19.9% | +21.7% | -1.8% | +22.3% |
| All | +19.9% | +20.8% | -0.9% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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