-13.1%
CAVA vs TW
-14.2%
+1.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.5% |
| 7D | -8.0% | -4.5% | -3.5% | -8.0% |
| 30D | -19.6% | -2.3% | -17.3% | -19.5% |
| 3M | -36.7% | +2.6% | -39.3% | -36.5% |
| 6M | -30.6% | -17.5% | -13.0% | -28.7% |
| YTD | -4.8% | -5.3% | +0.5% | -3.7% |
| 1Y | -13.1% | -14.8% | +1.6% | -12.6% |
| All | -13.1% | -14.2% | +1.1% | -12.6% |
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