+67.7%
CTAS vs CAVA
+43.2%
+24.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | 0.0% | -1.5% | +1.5% | +0.1% |
| 30D | -1.0% | -3.7% | +2.7% | -0.9% |
| 3M | +15.8% | -18.3% | +34.1% | +17.2% |
| 6M | -1.0% | -23.5% | +22.5% | +0.6% |
| YTD | +7.4% | +2.5% | +5.0% | +5.8% |
| 1Y | -0.1% | -8.0% | +7.8% | -1.0% |
| 3Y | +66.3% | +53.5% | +12.8% | +57.4% |
| All | +67.7% | +43.2% | +24.5% | +59.6% |
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 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