+95.3%
MAR vs CAVA
+33.0%
+62.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.2% |
| 7D | -0.5% | -8.0% | +7.5% | +0.7% |
| 30D | -5.4% | -19.6% | +14.1% | -2.4% |
| 3M | -15.5% | -36.7% | +21.2% | -10.0% |
| 6M | +3.0% | -30.6% | +33.5% | +7.8% |
| YTD | +8.5% | -4.8% | +13.3% | +7.5% |
| 1Y | +26.0% | -13.1% | +39.1% | +25.8% |
| 3Y | +68.6% | +48.8% | +19.8% | +61.7% |
| All | +95.3% | +33.0% | +62.3% | +89.5% |
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