+13.1%
IR vs CAVA
+33.0%
-20.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.7% |
| 7D | -4.5% | -8.0% | +3.5% | -3.3% |
| 30D | -13.9% | -19.6% | +5.6% | -11.2% |
| 3M | -0.3% | -36.7% | +36.3% | +6.1% |
| 6M | -14.3% | -30.6% | +16.3% | -10.3% |
| YTD | -7.9% | -4.8% | -3.1% | -8.8% |
| 1Y | -9.9% | -13.1% | +3.2% | -10.1% |
| 3Y | +6.5% | +48.8% | -42.2% | +1.4% |
| All | +13.1% | +33.0% | -20.0% | +9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling