+471.3%
CIFR vs CAVA
+37.2%
+434.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.4% | -1.2% | -3.7% |
| 7D | -8.2% | -12.4% | +4.2% | -2.6% |
| 30D | -7.4% | -11.2% | +3.8% | -3.1% |
| 3M | -24.2% | -33.8% | +9.6% | -10.8% |
| 6M | +14.2% | -32.5% | +46.7% | +31.9% |
| YTD | +8.0% | -8.0% | +16.0% | +3.2% |
| 1Y | +55.5% | -17.1% | +72.6% | +55.2% |
| All | +471.3% | +37.2% | +434.2% | +405.2% |
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