+51.1%
NEM vs CAVA
+19.2%
+31.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.8% | +7.1% | +9.5% |
| 7D | +3.7% | +14.2% | -10.6% | +1.7% |
| 30D | +2.0% | +14.6% | -12.6% | -0.1% |
| 3M | +21.1% | -2.3% | +23.4% | +21.0% |
| 6M | +9.5% | -30.5% | +40.0% | +14.2% |
| YTD | +19.1% | +5.6% | +13.4% | +17.3% |
| 1Y | +51.1% | +19.9% | +31.2% | +47.3% |
| All | +51.1% | +19.2% | +31.9% | +47.3% |
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