+45.1%
MSFT vs CAVA
+28.6%
+16.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.6% |
| 7D | -3.5% | -12.4% | +9.0% | -2.2% |
| 30D | -2.1% | -11.2% | +9.1% | -1.1% |
| 3M | +24.2% | -33.8% | +58.0% | +28.9% |
| 6M | +21.9% | -32.5% | +54.4% | +25.8% |
| YTD | +2.5% | -8.0% | +10.5% | +1.6% |
| 1Y | -0.8% | -17.1% | +16.4% | -0.7% |
| 3Y | +50.8% | +37.8% | +12.9% | +44.4% |
| All | +45.1% | +28.6% | +16.5% | +40.7% |
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 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