-13.1%
CAVA vs UMAC
+129.0%
-142.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +5.9% | +3.7% |
| 7D | -8.0% | -3.4% | -4.6% | -7.8% |
| 30D | -19.6% | -15.1% | -4.5% | -18.9% |
| 3M | -36.7% | -10.8% | -25.9% | -36.6% |
| 6M | -30.6% | +15.7% | -46.3% | -34.1% |
| YTD | -4.8% | +80.1% | -84.9% | -16.9% |
| 1Y | -13.1% | +116.7% | -129.8% | -24.5% |
| All | -13.1% | +129.0% | -142.2% | -24.5% |
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