+52.1%
MA vs CAVA
+28.6%
+23.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.1% | 0.0% |
| 7D | -3.5% | -12.4% | +9.0% | -2.3% |
| 30D | +0.7% | -11.2% | +11.9% | +1.6% |
| 3M | +15.8% | -33.8% | +49.6% | +19.6% |
| 6M | +10.2% | -32.5% | +42.7% | +13.3% |
| YTD | -0.5% | -8.0% | +7.5% | -1.1% |
| 1Y | -1.8% | -17.1% | +15.3% | -1.8% |
| 3Y | +38.7% | +37.8% | +0.9% | +31.0% |
| All | +52.1% | +28.6% | +23.5% | +44.7% |
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 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