+663.3%
CIEN vs CAVA
+34.5%
+628.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.1% | +0.3% |
| 7D | -4.6% | -8.5% | +4.0% | -2.9% |
| 30D | -12.8% | -8.2% | -4.6% | -11.4% |
| 3M | -23.1% | -25.9% | +2.9% | -19.2% |
| 6M | +6.1% | -30.9% | +37.0% | +12.6% |
| YTD | +44.5% | -3.7% | +48.2% | +41.6% |
| 1Y | +176.6% | -13.4% | +190.1% | +175.8% |
| 3Y | +601.0% | +44.2% | +556.7% | +633.1% |
| All | +663.3% | +34.5% | +628.8% | +691.9% |
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