+51.8%
CHRW vs CAVA
+38.6%
+13.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | 0.0% |
| 7D | +7.3% | -1.6% | +8.8% | +7.4% |
| 30D | -3.6% | +12.9% | -16.4% | -4.2% |
| 3M | -9.6% | -19.3% | +9.7% | -8.7% |
| 6M | -17.0% | -19.5% | +2.5% | -16.4% |
| YTD | -15.4% | -0.8% | -14.6% | -15.5% |
| 1Y | -10.0% | +20.8% | -30.8% | -10.8% |
| 3Y | +82.2% | +85.7% | -3.5% | +72.7% |
| All | +51.8% | +38.6% | +13.2% | +47.1% |
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