+100.2%
CB vs CAVA
+43.8%
+56.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +1.6% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +8.2% | +12.6% | -4.4% | +8.0% |
| 3M | +6.3% | -1.9% | +8.2% | +6.2% |
| 6M | +16.2% | -23.9% | +40.1% | +16.4% |
| YTD | +19.3% | +2.9% | +16.4% | +19.0% |
| 1Y | +29.2% | +21.6% | +7.6% | +28.5% |
| 3Y | +71.4% | +94.4% | -22.9% | +72.3% |
| All | +100.2% | +43.8% | +56.4% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 5y: compounded portfolio wealth divided by compounded CAVA 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…
5y analysis · Full analysis span regression · 6 months rolling