-13.1%
CAVA vs TXG
+453.6%
-466.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.2% | +3.0% |
| 7D | -8.0% | +9.5% | -17.5% | -9.3% |
| 30D | -19.6% | +18.8% | -38.3% | -21.6% |
| 3M | -36.7% | +136.1% | -172.8% | -44.8% |
| 6M | -30.6% | +235.2% | -265.8% | -44.1% |
| YTD | -4.8% | +320.5% | -325.3% | -27.9% |
| 1Y | -13.1% | +425.2% | -438.3% | -38.6% |
| All | -13.1% | +453.6% | -466.7% | -38.6% |
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