+96.5%
COF vs CAVA
+33.0%
+63.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | -0.1% |
| 7D | -5.1% | -8.0% | +2.9% | -3.7% |
| 30D | -6.0% | -19.6% | +13.5% | -2.2% |
| 3M | +14.8% | -36.7% | +51.5% | +24.3% |
| 6M | +15.3% | -30.6% | +45.9% | +22.0% |
| YTD | -13.0% | -4.8% | -8.3% | -14.0% |
| 1Y | -5.7% | -13.1% | +7.4% | -5.8% |
| 3Y | +118.1% | +48.8% | +69.4% | +106.9% |
| All | +96.5% | +33.0% | +63.4% | +89.1% |
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