+151.2%
CMI vs CAVA
+33.0%
+118.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +0.8% |
| 7D | -0.7% | -8.0% | +7.3% | +0.4% |
| 30D | -12.4% | -19.6% | +7.2% | -9.9% |
| 3M | -14.8% | -36.7% | +21.9% | -9.9% |
| 6M | +0.8% | -30.6% | +31.4% | +4.9% |
| YTD | +10.2% | -4.8% | +15.0% | +8.9% |
| 1Y | +37.4% | -13.1% | +50.6% | +37.0% |
| 3Y | +153.3% | +48.8% | +104.5% | +140.5% |
| All | +151.2% | +33.0% | +118.2% | +140.1% |
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 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