+66.2%
CTAS vs CAVA
+41.9%
+24.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -1.9% | +1.2% |
| 7D | +0.5% | -8.0% | +8.5% | +1.2% |
| 30D | -0.7% | -19.6% | +18.8% | +1.0% |
| 3M | +11.1% | -36.7% | +47.8% | +15.2% |
| 6M | +2.1% | -30.6% | +32.7% | +4.8% |
| YTD | +8.0% | -4.8% | +12.7% | +6.7% |
| 1Y | -0.5% | -13.1% | +12.6% | -1.0% |
| 3Y | +66.2% | +48.8% | +17.4% | +58.0% |
| All | +66.2% | +41.9% | +24.3% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling