+1,634.1%
CLS vs CAVA
+38.6%
+1,595.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.8% |
| 7D | +16.3% | -1.6% | +17.8% | +16.7% |
| 30D | -25.7% | +12.9% | -38.5% | -28.9% |
| 3M | -30.9% | -19.3% | -11.5% | -27.1% |
| 6M | -35.5% | -19.5% | -16.0% | -32.9% |
| YTD | -18.7% | -0.8% | -17.9% | -22.0% |
| 1Y | -17.9% | +20.8% | -38.7% | -27.0% |
| 3Y | +838.1% | +85.7% | +752.4% | +814.9% |
| All | +1,634.1% | +38.6% | +1,595.4% | +1,685.7% |
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 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