+2,306.9%
CLS vs CAVA
+34.5%
+2,272.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.0% | +7.1% | +3.0% |
| 7D | +20.1% | -8.5% | +28.6% | +23.3% |
| 30D | +6.0% | -8.2% | +14.3% | +8.3% |
| 3M | -10.3% | -25.9% | +15.6% | -2.8% |
| 6M | +24.5% | -30.9% | +55.4% | +37.3% |
| YTD | +12.9% | -3.7% | +16.6% | +10.2% |
| 1Y | +36.7% | -13.4% | +50.1% | +36.7% |
| 3Y | +1,328.1% | +44.2% | +1,283.9% | +1,350.2% |
| All | +2,306.9% | +34.5% | +2,272.4% | +2,422.6% |
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