+11.0%
CI vs CAVA
+44.7%
-33.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | +1.3% | -9.2% | +10.5% | +1.6% |
| 30D | +4.4% | -8.2% | +12.6% | +4.7% |
| 3M | +0.7% | -15.3% | +16.0% | +1.0% |
| 6M | +0.3% | -23.6% | +23.9% | +0.9% |
| YTD | +3.8% | +3.5% | +0.3% | +3.1% |
| 1Y | -5.5% | -7.9% | +2.4% | -6.2% |
| 3Y | +8.1% | +38.7% | -30.5% | +6.3% |
| All | +11.0% | +44.7% | -33.7% | +10.4% |
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