+45.5%
MSFT vs CAVA
+43.2%
+2.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.0% |
| 7D | -1.4% | -1.5% | +0.1% | -1.3% |
| 30D | -1.0% | -3.7% | +2.6% | -0.8% |
| 3M | +20.2% | -18.3% | +38.5% | +22.0% |
| 6M | +21.3% | -23.5% | +44.7% | +23.7% |
| YTD | +2.8% | +2.5% | +0.3% | +0.9% |
| 1Y | 0.0% | -8.0% | +7.9% | -1.0% |
| 3Y | +51.2% | +53.5% | -2.3% | +43.4% |
| All | +45.5% | +43.2% | +2.3% | +39.7% |
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 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