+72.5%
CHRW vs CAVA
+33.0%
+39.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.2% | +0.1% |
| 7D | +3.5% | -8.0% | +11.5% | +3.9% |
| 30D | +4.6% | -19.6% | +24.2% | +5.7% |
| 3M | -19.7% | -36.7% | +17.0% | -18.0% |
| 6M | -12.4% | -30.6% | +18.2% | -11.0% |
| YTD | -3.9% | -4.8% | +0.9% | -3.7% |
| 1Y | +18.4% | -13.1% | +31.5% | +18.7% |
| 3Y | +88.8% | +48.8% | +40.1% | +82.0% |
| All | +72.5% | +33.0% | +39.5% | +67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling