+0.1%
CAVA vs UMAC
+488.3%
-488.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -4.3% |
| 7D | -12.4% | -4.0% | -8.4% | -12.3% |
| 30D | -11.2% | -9.4% | -1.8% | -11.0% |
| 3M | -33.8% | +3.0% | -36.8% | -34.3% |
| 6M | -32.5% | +27.2% | -59.7% | -34.8% |
| YTD | -8.0% | +84.7% | -92.7% | -13.0% |
| 1Y | -17.1% | +136.5% | -153.6% | -22.8% |
| All | +0.1% | +488.3% | -488.2% | -5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling