-4.1%
LOW vs CAVA
+33.0%
-37.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.2% |
| 7D | -3.7% | -8.0% | +4.3% | -2.9% |
| 30D | -8.9% | -19.6% | +10.7% | -6.8% |
| 3M | -10.4% | -36.7% | +26.3% | -6.3% |
| 6M | -19.4% | -30.6% | +11.2% | -16.6% |
| YTD | -17.1% | -4.8% | -12.3% | -17.7% |
| 1Y | -26.3% | -13.1% | -13.1% | -26.3% |
| 3Y | -9.9% | +48.8% | -58.7% | -18.7% |
| All | -4.1% | +33.0% | -37.1% | -12.7% |
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