+1.8%
F vs CAVA
+38.6%
-36.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.1% |
| 7D | -3.1% | -1.6% | -1.5% | -2.9% |
| 30D | 0.0% | +12.9% | -12.8% | -1.3% |
| 3M | -13.2% | -19.3% | +6.1% | -11.5% |
| 6M | -10.2% | -19.5% | +9.3% | -8.9% |
| YTD | -4.9% | -0.8% | -4.2% | -6.2% |
| 1Y | -6.1% | +20.8% | -26.9% | -9.5% |
| 3Y | +46.0% | +85.7% | -39.7% | +36.1% |
| All | +1.8% | +38.6% | -36.8% | -3.9% |
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