+24.8%
CL vs CAVA
+44.7%
-19.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.5% |
| 7D | -2.2% | -9.2% | +7.1% | -2.2% |
| 30D | -4.8% | -8.2% | +3.3% | -4.8% |
| 3M | +4.9% | -15.3% | +20.2% | +4.9% |
| 6M | -5.7% | -23.6% | +17.9% | -5.7% |
| YTD | +14.4% | +3.5% | +10.9% | +14.7% |
| 1Y | +8.7% | -7.9% | +16.6% | +8.9% |
| 3Y | +30.0% | +38.7% | -8.7% | +28.1% |
| All | +24.8% | +44.7% | -19.9% | +23.8% |
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 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