+31.9%
IR vs CAVA
+38.6%
-6.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | +2.5% | -1.6% | +4.1% | +2.8% |
| 30D | +9.2% | +12.9% | -3.7% | +7.1% |
| 3M | +0.9% | -19.3% | +20.3% | +3.8% |
| 6M | +19.2% | -19.5% | +38.7% | +21.8% |
| YTD | +7.5% | -0.8% | +8.3% | +5.4% |
| 1Y | +11.7% | +20.8% | -9.1% | +6.0% |
| 3Y | +23.9% | +85.7% | -61.8% | +15.2% |
| All | +31.9% | +38.6% | -6.7% | +26.1% |
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