+9.1%
CME vs CAVA
-14.0%
+23.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -2.9% | +0.6% |
| 7D | -1.6% | -8.0% | +6.4% | -1.8% |
| 30D | +5.6% | -19.6% | +25.2% | +5.0% |
| 3M | +5.6% | -36.7% | +42.3% | +4.1% |
| 6M | -8.3% | -30.6% | +22.3% | -9.1% |
| YTD | +4.3% | -4.8% | +9.1% | +5.7% |
| 1Y | +9.1% | -13.1% | +22.2% | +10.0% |
| All | +9.1% | -14.0% | +23.1% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling