-24.6%
CLF vs CAVA
+38.6%
-63.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.6% |
| 7D | +10.4% | -1.6% | +11.9% | +10.7% |
| 30D | +0.6% | +12.9% | -12.3% | -2.5% |
| 3M | +4.1% | -19.3% | +23.4% | +8.5% |
| 6M | +15.1% | -19.5% | +34.6% | +18.8% |
| YTD | -4.7% | -0.8% | -4.0% | -8.4% |
| 1Y | +20.4% | +20.8% | -0.4% | +9.4% |
| 3Y | -23.4% | +85.7% | -109.1% | -35.2% |
| All | -24.6% | +38.6% | -63.3% | -32.2% |
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