+38.7%
CL vs CAVA
+43.8%
-5.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.2% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | +11.8% | +12.6% | -0.8% | +11.7% |
| 3M | +5.9% | -1.9% | +7.8% | +5.9% |
| 6M | +13.3% | -23.9% | +37.3% | +13.3% |
| YTD | +27.1% | +2.9% | +24.2% | +27.4% |
| 1Y | +28.0% | +21.6% | +6.4% | +28.3% |
| 3Y | +39.4% | +94.4% | -55.0% | +38.3% |
| All | +38.7% | +43.8% | -5.1% | +37.6% |
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