+23.3%
CAVA vs TW
+45.6%
-22.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -4.0% | -4.3% |
| 7D | -12.4% | -2.7% | -9.7% | -11.9% |
| 30D | -11.2% | -1.7% | -9.5% | -10.9% |
| 3M | -33.8% | +1.6% | -35.4% | -34.4% |
| 6M | -32.5% | -17.7% | -14.8% | -28.9% |
| YTD | -8.0% | -4.3% | -3.6% | -7.9% |
| 1Y | -17.1% | -13.1% | -4.0% | -14.3% |
| 3Y | +37.8% | +20.3% | +17.5% | +30.4% |
| All | +23.3% | +45.6% | -22.3% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling