+81.4%
COR vs CAVA
+28.6%
+52.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.8% |
| 7D | -4.8% | -12.4% | +7.6% | -5.1% |
| 30D | -3.7% | -11.2% | +7.5% | -3.9% |
| 3M | +14.3% | -33.8% | +48.1% | +13.7% |
| 6M | -8.5% | -32.5% | +24.0% | -9.0% |
| YTD | -4.4% | -8.0% | +3.6% | -4.3% |
| 1Y | +9.1% | -17.1% | +26.3% | +9.3% |
| 3Y | +85.2% | +37.8% | +47.4% | +84.0% |
| All | +81.4% | +28.6% | +52.8% | +81.6% |
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