-25.5%
CLF vs CAVA
+44.7%
-70.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.1% |
| 7D | +7.6% | -9.2% | +16.8% | +9.9% |
| 30D | -1.2% | -8.2% | +7.0% | +0.1% |
| 3M | -13.4% | -15.3% | +1.9% | -11.0% |
| 6M | +15.4% | -23.6% | +39.0% | +21.0% |
| YTD | -5.9% | +3.5% | -9.4% | -9.9% |
| 1Y | +18.8% | -7.9% | +26.7% | +16.4% |
| 3Y | -19.4% | +38.7% | -58.1% | -27.9% |
| All | -25.5% | +44.7% | -70.2% | -33.3% |
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