+33.0%
CAVA vs TXT
+28.6%
+4.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.9% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +12.9% | +13.3% | -0.5% | +6.1% |
| 3M | -19.3% | -5.0% | -14.4% | -17.4% |
| 6M | -19.5% | -8.4% | -11.0% | -16.5% |
| YTD | -0.8% | -4.0% | +3.2% | -1.5% |
| 1Y | +20.8% | +2.8% | +18.0% | +15.2% |
| 3Y | +85.7% | +10.3% | +75.4% | +64.0% |
| All | +33.0% | +28.6% | +4.4% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 5y: compounded portfolio wealth divided by compounded TXT 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…
5y analysis · Full analysis span regression · 6 months rolling