+615.8%
CIEN vs CAVA
+41.9%
+573.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.5% | +1.0% | +3.6% |
| 7D | +8.9% | -8.0% | +16.9% | +11.0% |
| 30D | -19.1% | -19.6% | +0.5% | -15.0% |
| 3M | -21.5% | -36.7% | +15.2% | -13.6% |
| 6M | +2.8% | -30.6% | +33.4% | +10.1% |
| YTD | +49.5% | -4.8% | +54.2% | +45.6% |
| 1Y | +163.8% | -13.1% | +176.9% | +161.6% |
| 3Y | +615.8% | +48.8% | +567.1% | +633.2% |
| All | +615.8% | +41.9% | +573.9% | +633.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling