+41.1%
CLS vs CAVA
-7.9%
+49.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | +4.6% | -9.2% | +13.8% | +6.2% |
| 30D | -13.9% | -8.2% | -5.7% | -13.0% |
| 3M | -26.6% | -15.3% | -11.3% | -25.2% |
| 6M | +15.4% | -23.6% | +39.0% | +20.2% |
| YTD | +5.7% | +3.5% | +2.1% | +11.4% |
| 1Y | +41.1% | -7.9% | +49.0% | +58.3% |
| All | +41.1% | -7.9% | +49.1% | +58.3% |
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 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