+18.5%
CLF vs CAVA
+13.5%
+5.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | 0.0% |
| 7D | +16.0% | -4.4% | +20.4% | +16.6% |
| 30D | +1.6% | +8.2% | -6.6% | +0.5% |
| 3M | +6.7% | -17.4% | +24.1% | +8.9% |
| 6M | +21.1% | -25.7% | +46.8% | +25.6% |
| YTD | -1.6% | -2.3% | +0.7% | -1.7% |
| 1Y | +18.5% | +17.6% | +0.9% | +18.1% |
| All | +18.5% | +13.5% | +5.0% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling