+51.7%
CTVA vs CAVA
+28.6%
+23.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | -0.1% |
| 7D | -4.7% | -12.4% | +7.8% | -3.9% |
| 30D | +11.1% | -11.2% | +22.3% | +11.7% |
| 3M | +13.7% | -33.8% | +47.5% | +16.2% |
| 6M | +11.2% | -32.5% | +43.7% | +13.2% |
| YTD | +26.9% | -8.0% | +34.9% | +25.9% |
| 1Y | +18.8% | -17.1% | +35.9% | +18.4% |
| 3Y | +75.9% | +37.8% | +38.1% | +70.9% |
| All | +51.7% | +28.6% | +23.1% | +48.5% |
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