+23.7%
CL vs CAVA
+34.5%
-10.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | -0.4% |
| 7D | -2.3% | -8.5% | +6.2% | -2.3% |
| 30D | -5.5% | -8.2% | +2.7% | -5.5% |
| 3M | +0.8% | -25.9% | +26.8% | +0.9% |
| 6M | -4.2% | -30.9% | +26.7% | -4.2% |
| YTD | +13.4% | -3.7% | +17.1% | +13.7% |
| 1Y | +7.1% | -13.4% | +20.5% | +7.2% |
| 3Y | +29.0% | +44.2% | -15.2% | +27.5% |
| All | +23.7% | +34.5% | -10.8% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling