+17.3%
F vs CAVA
+28.6%
-11.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.4% | +7.6% | +3.6% |
| 7D | -3.7% | -12.4% | +8.8% | -2.4% |
| 30D | -0.7% | -11.2% | +10.5% | +0.4% |
| 3M | -1.9% | -33.8% | +31.9% | +1.9% |
| 6M | +16.1% | -32.5% | +48.6% | +19.9% |
| YTD | +9.5% | -8.0% | +17.5% | +9.0% |
| 1Y | +27.2% | -17.1% | +44.3% | +27.4% |
| 3Y | +36.3% | +37.8% | -1.5% | +28.9% |
| All | +17.3% | +28.6% | -11.3% | +11.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling