+1,249.5%
CLS vs CAVA
+37.2%
+1,212.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | -1.0% |
| 7D | +5.0% | -12.4% | +17.4% | +9.7% |
| 30D | +4.8% | -11.2% | +16.0% | +8.4% |
| 3M | -10.4% | -33.8% | +23.4% | +1.9% |
| 6M | +20.8% | -32.5% | +53.3% | +35.7% |
| YTD | +10.0% | -8.0% | +18.0% | +8.2% |
| 1Y | +28.5% | -17.1% | +45.7% | +30.0% |
| All | +1,249.5% | +37.2% | +1,212.3% | +1,283.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling