+10.9%
CI vs CAVA
+33.0%
-22.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.5% | -0.2% |
| 7D | -0.1% | -8.0% | +8.0% | +0.2% |
| 30D | +1.8% | -19.6% | +21.3% | +2.5% |
| 3M | -4.2% | -36.7% | +32.4% | -3.0% |
| 6M | +8.8% | -30.6% | +39.4% | +9.8% |
| YTD | +3.7% | -4.8% | +8.5% | +3.3% |
| 1Y | -6.1% | -13.1% | +7.0% | -6.6% |
| 3Y | +4.5% | +48.8% | -44.3% | +3.1% |
| All | +10.9% | +33.0% | -22.1% | +10.6% |
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