+29.1%
CAVA vs TXT
+22.8%
+6.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.4% | -6.5% | -6.3% |
| 7D | -8.5% | +0.8% | -9.4% | -8.9% |
| 30D | -8.2% | -10.4% | +2.2% | -3.1% |
| 3M | -25.9% | -14.3% | -11.6% | -20.4% |
| 6M | -30.9% | -15.1% | -15.8% | -25.7% |
| YTD | -3.7% | -8.3% | +4.6% | -2.1% |
| 1Y | -13.4% | -0.7% | -12.7% | -16.0% |
| 3Y | +44.2% | +6.0% | +38.3% | +31.1% |
| All | +29.1% | +22.8% | +6.3% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling