+81.8%
COR vs CAVA
+33.0%
+48.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | +0.3% |
| 7D | -2.8% | -8.0% | +5.2% | -3.0% |
| 30D | +2.6% | -19.6% | +22.1% | +2.1% |
| 3M | +14.5% | -36.7% | +51.1% | +13.8% |
| 6M | -7.8% | -30.6% | +22.8% | -8.2% |
| YTD | -4.2% | -4.8% | +0.6% | -4.0% |
| 1Y | +7.0% | -13.1% | +20.1% | +7.3% |
| 3Y | +85.5% | +48.8% | +36.8% | +84.4% |
| All | +81.8% | +33.0% | +48.7% | +82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling