+40.9%
CL vs CAVA
+38.6%
+2.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.8% |
| 7D | +3.2% | -1.6% | +4.8% | +3.2% |
| 30D | +8.0% | +12.9% | -4.8% | +8.0% |
| 3M | +7.9% | -19.3% | +27.2% | +7.9% |
| 6M | +14.7% | -19.5% | +34.2% | +14.8% |
| YTD | +29.2% | -0.8% | +29.9% | +29.5% |
| 1Y | +29.5% | +20.8% | +8.7% | +29.9% |
| 3Y | +40.7% | +85.7% | -45.0% | +39.6% |
| All | +40.9% | +38.6% | +2.3% | +39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling