+93.5%
MAR vs CAVA
+34.5%
+58.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.9% | +1.7% |
| 7D | -0.5% | -8.5% | +8.1% | +0.8% |
| 30D | -4.7% | -8.2% | +3.6% | -3.7% |
| 3M | -15.6% | -25.9% | +10.3% | -12.3% |
| 6M | +1.2% | -30.9% | +32.1% | +6.1% |
| YTD | +7.5% | -3.7% | +11.2% | +6.3% |
| 1Y | +26.6% | -13.4% | +40.1% | +26.6% |
| 3Y | +66.0% | +44.2% | +21.7% | +59.5% |
| All | +93.5% | +34.5% | +58.9% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling