-12.8%
CLF vs CAVA
+52.8%
-65.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | +6.5% | -1.5% | +8.0% | +6.9% |
| 30D | +0.2% | -3.7% | +3.9% | +0.4% |
| 3M | -3.1% | -18.3% | +15.2% | +0.6% |
| 6M | +25.0% | -23.5% | +48.5% | +31.1% |
| YTD | -7.5% | +2.5% | -9.9% | -11.4% |
| 1Y | +11.5% | -8.0% | +19.5% | +9.1% |
| All | -12.8% | +52.8% | -65.5% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling