-24.3%
CCI vs CAVA
+34.5%
-58.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.0% | -1.0% |
| 7D | -0.3% | -8.5% | +8.3% | -0.1% |
| 30D | +2.1% | -8.2% | +10.4% | +2.3% |
| 3M | -17.8% | -25.9% | +8.1% | -17.6% |
| 6M | -14.2% | -30.9% | +16.7% | -13.8% |
| YTD | -13.3% | -3.7% | -9.6% | -13.4% |
| 1Y | -16.6% | -13.4% | -3.2% | -16.6% |
| 3Y | -10.8% | +44.2% | -55.0% | -17.1% |
| All | -24.3% | +34.5% | -58.8% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling