-3.9%
DT vs CAVA
+43.2%
-47.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.0% |
| 7D | -4.9% | -1.5% | -3.3% | -4.7% |
| 30D | +2.7% | -3.7% | +6.3% | +2.9% |
| 3M | +20.0% | -18.3% | +38.3% | +22.4% |
| 6M | +28.0% | -23.5% | +51.5% | +31.3% |
| YTD | +16.0% | +2.5% | +13.6% | +13.3% |
| 1Y | +0.7% | -8.0% | +8.7% | -0.6% |
| 3Y | +6.2% | +53.5% | -47.3% | -3.6% |
| All | -3.9% | +43.2% | -47.1% | -11.1% |
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