+632.4%
GEV vs CAVA
-18.4%
+650.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | +0.1% | +2.6% |
| 7D | +1.6% | -8.0% | +9.7% | +4.1% |
| 30D | -7.9% | -19.6% | +11.6% | -2.3% |
| 3M | +5.6% | -36.7% | +42.3% | +19.2% |
| 6M | +13.1% | -30.6% | +43.6% | +23.0% |
| YTD | +46.7% | -4.8% | +51.5% | +39.8% |
| 1Y | +51.3% | -13.1% | +64.4% | +48.1% |
| All | +632.4% | -18.4% | +650.9% | +599.0% |
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