-8.1%
CAVA vs WOLF
+39.8%
-47.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.7% | +3.3% | -3.9% |
| 7D | -12.4% | -6.2% | -6.2% | -12.1% |
| 30D | -11.2% | -16.5% | +5.3% | -10.3% |
| 3M | -33.8% | -42.0% | +8.2% | -31.8% |
| 6M | -32.5% | +51.8% | -84.3% | -42.4% |
| YTD | -8.0% | +44.6% | -52.6% | -21.6% |
| All | -8.1% | +39.8% | -47.9% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 3y: compounded portfolio wealth divided by compounded WOLF 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…
3y analysis · Full analysis span regression · 6 months rolling