+77.5%
CRH vs CAVA
+33.0%
+44.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.4% |
| 7D | -6.1% | -8.0% | +2.0% | -4.7% |
| 30D | -9.3% | -19.6% | +10.3% | -5.8% |
| 3M | -15.2% | -36.7% | +21.5% | -8.6% |
| 6M | -14.2% | -30.6% | +16.4% | -9.3% |
| YTD | -28.3% | -4.8% | -23.5% | -29.3% |
| 1Y | -21.8% | -13.1% | -8.7% | -22.0% |
| 3Y | +71.6% | +48.8% | +22.8% | +64.6% |
| All | +77.5% | +33.0% | +44.5% | +72.8% |
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