+23.1%
CLS vs CAVA
-22.8%
+46.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.7% | +6.0% |
| 7D | +12.8% | -1.5% | +14.3% | +13.3% |
| 30D | +3.8% | -3.7% | +7.5% | +4.0% |
| 3M | -14.6% | -18.3% | +3.7% | -11.5% |
| All | +23.1% | -22.8% | +46.0% | +38.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling