+17.0%
CI vs CAVA
+36.5%
-19.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.6% |
| 7D | -1.7% | -4.4% | +2.7% | -1.6% |
| 30D | +4.9% | +8.2% | -3.4% | +4.6% |
| 3M | +7.4% | -17.4% | +24.8% | +8.0% |
| 6M | +0.4% | -25.7% | +26.1% | +1.1% |
| YTD | +9.5% | -2.3% | +11.8% | +8.8% |
| 1Y | +12.0% | +17.6% | -5.7% | +10.5% |
| 3Y | +7.1% | +84.6% | -77.5% | +5.7% |
| All | +17.0% | +36.5% | -19.5% | +16.5% |
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