+18.3%
F vs CAVA
+43.2%
-24.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -4.1% |
| 7D | +1.2% | -1.5% | +2.7% | +1.3% |
| 30D | +1.2% | -3.7% | +4.9% | +1.5% |
| 3M | -5.7% | -18.3% | +12.7% | -4.1% |
| 6M | +17.9% | -23.5% | +41.4% | +20.3% |
| YTD | +10.4% | +2.5% | +7.9% | +8.7% |
| 1Y | +25.3% | -8.0% | +33.3% | +24.3% |
| 3Y | +37.5% | +53.5% | -16.0% | +28.6% |
| All | +18.3% | +43.2% | -24.9% | +11.4% |
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