-99.6%
DFNS vs CAVA
+19.2%
-118.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +2.8% | -21.1% | -19.7% |
| 7D | -27.7% | +14.2% | -41.9% | -33.4% |
| 30D | -58.0% | +14.6% | -72.5% | -61.8% |
| 3M | -94.0% | -2.3% | -91.7% | -94.0% |
| 6M | -94.6% | -30.5% | -64.1% | -93.9% |
| YTD | -99.4% | +5.6% | -105.0% | -99.4% |
| 1Y | -99.6% | +19.9% | -119.5% | -99.7% |
| All | -99.6% | +19.2% | -118.8% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling