-32.5%
CAVA vs TXG
+215.5%
-248.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.1% | -4.3% |
| 7D | -12.4% | +5.0% | -17.4% | -12.8% |
| 30D | -11.2% | +13.5% | -24.7% | -12.2% |
| 3M | -33.8% | +128.0% | -161.8% | -37.8% |
| 6M | -32.5% | +224.4% | -257.0% | -39.0% |
| All | -32.5% | +215.5% | -248.0% | -39.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling