-57.5%
CHTR vs CAVA
+33.0%
-90.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +3.4% |
| 7D | -4.1% | -8.0% | +3.9% | -3.3% |
| 30D | -3.0% | -19.6% | +16.6% | -1.0% |
| 3M | +4.8% | -36.7% | +41.4% | +9.1% |
| 6M | -35.0% | -30.6% | -4.4% | -33.2% |
| YTD | -30.2% | -4.8% | -25.4% | -31.1% |
| 1Y | -44.8% | -13.1% | -31.6% | -45.2% |
| 3Y | -66.6% | +48.8% | -115.3% | -68.0% |
| All | -57.5% | +33.0% | -90.5% | -58.9% |
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