+14.1%
IR vs CAVA
+34.5%
-20.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.0% | +4.0% | -1.1% |
| 7D | -1.9% | -8.5% | +6.7% | -0.6% |
| 30D | -15.0% | -8.2% | -6.8% | -14.2% |
| 3M | -0.4% | -25.9% | +25.5% | +3.4% |
| 6M | -15.0% | -30.9% | +15.9% | -11.0% |
| YTD | -7.1% | -3.7% | -3.3% | -8.2% |
| 1Y | -7.5% | -13.4% | +5.9% | -7.7% |
| 3Y | +6.3% | +44.2% | -37.9% | +1.4% |
| All | +14.1% | +34.5% | -20.5% | +9.8% |
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