-28.1%
CLF vs CAVA
+33.0%
-61.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.5% | +1.1% |
| 7D | -3.5% | -8.0% | +4.5% | -1.7% |
| 30D | -1.6% | -19.6% | +18.0% | +3.1% |
| 3M | -12.0% | -36.7% | +24.6% | -3.1% |
| 6M | +30.0% | -30.6% | +60.5% | +39.3% |
| YTD | -9.2% | -4.8% | -4.4% | -11.4% |
| 1Y | +2.3% | -13.1% | +15.4% | +1.5% |
| 3Y | -14.4% | +48.8% | -63.2% | -24.2% |
| All | -28.1% | +33.0% | -61.2% | -34.4% |
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