-7.9%
CAVA vs UMAC
+164.0%
-171.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.3% |
| 7D | -9.2% | -0.9% | -8.3% | -9.2% |
| 30D | -8.2% | -7.7% | -0.5% | -7.9% |
| 3M | -15.3% | -26.4% | +11.1% | -14.3% |
| 6M | -23.6% | +61.9% | -85.4% | -30.7% |
| YTD | +3.5% | +86.5% | -83.0% | -9.6% |
| 1Y | -7.9% | +156.3% | -164.2% | -20.5% |
| All | -7.9% | +164.0% | -171.9% | -20.5% |
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