-7.9%
CAVA vs TXG
+372.5%
-380.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -9.2% | +1.8% | -11.0% | -9.4% |
| 30D | -8.2% | +32.0% | -40.2% | -12.1% |
| 3M | -15.3% | +87.0% | -102.3% | -23.5% |
| 6M | -23.6% | +180.1% | -203.7% | -36.2% |
| YTD | +3.5% | +284.1% | -280.6% | -20.1% |
| 1Y | -7.9% | +361.7% | -369.6% | -33.0% |
| All | -7.9% | +372.5% | -380.4% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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