+2,400.4%
CLS vs CAVA
+33.0%
+2,367.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.5% | +3.1% | +5.5% |
| 7D | +10.9% | -8.0% | +19.0% | +13.7% |
| 30D | +2.1% | -19.6% | +21.7% | +8.7% |
| 3M | -10.2% | -36.7% | +26.5% | +2.2% |
| 6M | +30.4% | -30.6% | +61.0% | +43.7% |
| YTD | +17.2% | -4.8% | +22.0% | +14.9% |
| 1Y | +41.0% | -13.1% | +54.1% | +40.8% |
| 3Y | +1,338.0% | +48.8% | +1,289.2% | +1,360.7% |
| All | +2,400.4% | +33.0% | +2,367.3% | +2,530.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling