-1.8%
CTSH vs CAVA
+33.0%
-34.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +2.5% |
| 7D | -3.7% | -8.0% | +4.3% | -2.9% |
| 30D | +3.7% | -19.6% | +23.3% | +5.8% |
| 3M | +17.9% | -36.7% | +54.6% | +22.9% |
| 6M | -2.6% | -30.6% | +27.9% | +0.3% |
| YTD | -26.4% | -4.8% | -21.6% | -26.8% |
| 1Y | -13.0% | -13.1% | +0.1% | -13.2% |
| 3Y | -11.2% | +48.8% | -60.0% | -14.6% |
| All | -1.8% | +33.0% | -34.8% | -4.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling