+29.1%
CAVA vs USFR
+15.5%
+13.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | -8.5% | +0.1% | -8.6% | -8.4% |
| 30D | -8.2% | +0.3% | -8.5% | -7.7% |
| 3M | -25.9% | +1.0% | -26.9% | -23.9% |
| 6M | -30.9% | +1.9% | -32.9% | -26.9% |
| YTD | -3.7% | +2.7% | -6.4% | +3.5% |
| 1Y | -13.4% | +4.0% | -17.4% | -4.9% |
| 3Y | +44.2% | +14.0% | +30.2% | +252.3% |
| All | +29.1% | +15.5% | +13.6% | +669.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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