+9.1%
IR vs CAVA
+19.2%
-10.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.8% |
| 7D | +11.6% | +14.2% | -2.7% | +9.5% |
| 30D | +7.2% | +14.6% | -7.4% | +5.0% |
| 3M | -5.9% | -2.3% | -3.6% | -6.0% |
| 6M | +11.5% | -30.5% | +42.0% | +16.3% |
| YTD | +6.3% | +5.6% | +0.7% | +3.1% |
| 1Y | +9.1% | +19.9% | -10.8% | +2.6% |
| All | +9.1% | +19.2% | -10.1% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling