-2.4%
DT vs CAVA
+33.0%
-35.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.1% |
| 7D | -1.6% | -8.0% | +6.4% | -0.6% |
| 30D | +3.0% | -19.6% | +22.6% | +5.9% |
| 3M | +26.5% | -36.7% | +63.2% | +33.7% |
| 6M | +35.9% | -30.6% | +66.5% | +41.2% |
| YTD | +17.8% | -4.8% | +22.6% | +16.1% |
| 1Y | +4.1% | -13.1% | +17.2% | +3.4% |
| 3Y | +5.3% | +48.8% | -43.5% | -3.8% |
| All | -2.4% | +33.0% | -35.5% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling