+87.6%
IBM vs CAVA
+28.6%
+59.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +2.0% | -2.1% |
| 7D | -0.3% | -12.4% | +12.1% | +0.8% |
| 30D | -1.8% | -11.2% | +9.4% | -1.1% |
| 3M | -13.5% | -33.8% | +20.3% | -10.7% |
| 6M | -5.1% | -32.5% | +27.4% | -2.5% |
| YTD | -19.4% | -8.0% | -11.4% | -19.6% |
| 1Y | -6.5% | -17.1% | +10.6% | -6.2% |
| 3Y | +73.8% | +37.8% | +36.0% | +74.2% |
| All | +87.6% | +28.6% | +59.0% | +88.3% |
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