+132.6%
GM vs CAVA
+33.0%
+99.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.0% |
| 7D | -2.4% | -8.0% | +5.6% | -1.5% |
| 30D | -1.1% | -19.6% | +18.5% | +1.3% |
| 3M | +6.1% | -36.7% | +42.8% | +11.4% |
| 6M | +15.0% | -30.6% | +45.5% | +19.0% |
| YTD | +6.0% | -4.8% | +10.8% | +4.9% |
| 1Y | +47.1% | -13.1% | +60.2% | +46.5% |
| 3Y | +170.5% | +48.8% | +121.7% | +155.9% |
| All | +132.6% | +33.0% | +99.6% | +122.7% |
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