-27.9%
CLF vs CAVA
+34.5%
-62.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.4% | -0.2% |
| 7D | -2.7% | -8.5% | +5.9% | -0.7% |
| 30D | -3.2% | -8.2% | +5.0% | -2.0% |
| 3M | -5.0% | -25.9% | +21.0% | +0.9% |
| 6M | +26.6% | -30.9% | +57.5% | +35.9% |
| YTD | -9.0% | -3.7% | -5.2% | -11.4% |
| 1Y | +11.8% | -13.4% | +25.3% | +11.1% |
| 3Y | -15.1% | +44.2% | -59.3% | -24.4% |
| All | -27.9% | +34.5% | -62.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling