+19.9%
CAVA vs UMAC
+2.9%
+17.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -10.9% | +13.6% | +3.4% |
| 7D | +14.2% | -26.0% | +40.3% | +16.2% |
| 30D | +14.6% | -40.3% | +54.9% | +18.1% |
| 3M | -2.3% | -51.1% | +48.8% | +1.6% |
| 6M | -30.5% | -5.6% | -24.9% | -34.2% |
| YTD | +5.6% | +2.3% | +3.3% | -6.7% |
| 1Y | +19.9% | +7.9% | +12.0% | +4.5% |
| All | +19.9% | +2.9% | +17.0% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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