+18.9%
CRM vs CAVA
+33.0%
-14.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.5% | +1.5% |
| 7D | -4.4% | -8.0% | +3.6% | -3.4% |
| 30D | +28.1% | -19.6% | +47.7% | +31.8% |
| 3M | +48.8% | -36.7% | +85.5% | +57.6% |
| 6M | +28.3% | -30.6% | +58.8% | +33.4% |
| YTD | -6.0% | -4.8% | -1.2% | -7.5% |
| 1Y | +1.4% | -13.1% | +14.6% | +0.7% |
| 3Y | +11.8% | +48.8% | -36.9% | +6.0% |
| All | +18.9% | +33.0% | -14.1% | +13.2% |
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