+54.1%
CSX vs CAVA
+44.7%
+9.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.0% |
| 7D | -3.4% | -9.2% | +5.8% | -2.6% |
| 30D | -3.1% | -8.2% | +5.1% | -2.5% |
| 3M | +7.2% | -15.3% | +22.5% | +8.2% |
| 6M | +16.2% | -23.6% | +39.8% | +18.0% |
| YTD | +37.5% | +3.5% | +34.0% | +35.5% |
| 1Y | +53.2% | -7.9% | +61.1% | +52.0% |
| 3Y | +68.2% | +38.7% | +29.6% | +63.2% |
| All | +54.1% | +44.7% | +9.4% | +50.0% |
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