+48.8%
CAVA vs TXG
+43.8%
+5.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.2% | +2.8% |
| 7D | -8.0% | +9.5% | -17.5% | -9.9% |
| 30D | -19.6% | +18.8% | -38.3% | -22.7% |
| 3M | -36.7% | +136.1% | -172.8% | -48.5% |
| 6M | -30.6% | +235.2% | -265.8% | -49.1% |
| YTD | -4.8% | +320.5% | -325.3% | -34.7% |
| 1Y | -13.1% | +425.2% | -438.3% | -44.8% |
| 3Y | +48.8% | +42.9% | +5.9% | +23.9% |
| All | +48.8% | +43.8% | +5.0% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling