+23.5%
F vs CAVA
+44.7%
-21.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +1.6% |
| 7D | +5.3% | -9.2% | +14.6% | +6.3% |
| 30D | +4.6% | -8.2% | +12.8% | +5.4% |
| 3M | -3.7% | -15.3% | +11.7% | -2.5% |
| 6M | +16.8% | -23.6% | +40.4% | +19.2% |
| YTD | +15.3% | +3.5% | +11.8% | +13.4% |
| 1Y | +31.0% | -7.9% | +38.9% | +29.9% |
| 3Y | +45.4% | +38.7% | +6.8% | +36.3% |
| All | +23.5% | +44.7% | -21.2% | +16.2% |
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