-0.8%
MSFT vs CAVA
-7.9%
+7.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -2.0% |
| 7D | -2.7% | -9.2% | +6.5% | -2.2% |
| 30D | +2.7% | -8.2% | +10.9% | +3.2% |
| 3M | +17.0% | -15.3% | +32.3% | +17.7% |
| 6M | +23.8% | -23.6% | +47.4% | +25.6% |
| YTD | +4.0% | +3.5% | +0.5% | +2.8% |
| 1Y | -0.8% | -7.9% | +7.1% | -0.8% |
| All | -0.8% | -7.9% | +7.1% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling