+95.0%
MO vs CAVA
+41.9%
+53.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | +0.3% |
| 7D | +0.1% | -8.0% | +8.2% | +0.2% |
| 30D | +7.1% | -19.6% | +26.7% | +7.3% |
| 3M | -2.0% | -36.7% | +34.7% | -1.6% |
| 6M | +7.3% | -30.6% | +37.9% | +7.5% |
| YTD | +23.5% | -4.8% | +28.2% | +23.1% |
| 1Y | +11.0% | -13.1% | +24.1% | +10.7% |
| 3Y | +95.0% | +48.8% | +46.2% | +80.2% |
| All | +95.0% | +41.9% | +53.1% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling