+72.2%
CME vs CAVA
+34.5%
+37.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | -1.0% |
| 7D | -0.6% | -8.5% | +7.9% | -0.9% |
| 30D | +4.7% | -8.2% | +12.9% | +4.5% |
| 3M | +7.8% | -25.9% | +33.8% | +7.1% |
| 6M | -11.0% | -30.9% | +19.9% | -11.7% |
| YTD | +4.0% | -3.7% | +7.7% | +4.4% |
| 1Y | +9.1% | -13.4% | +22.5% | +9.4% |
| 3Y | +52.3% | +44.2% | +8.0% | +55.4% |
| All | +72.2% | +34.5% | +37.7% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling