+217.9%
NEM vs CAVA
+33.0%
+184.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.2% |
| 7D | -1.0% | -8.0% | +7.0% | -0.2% |
| 30D | +7.8% | -19.6% | +27.4% | +10.1% |
| 3M | +30.2% | -36.7% | +66.9% | +35.6% |
| 6M | +9.6% | -30.6% | +40.2% | +13.1% |
| YTD | +27.8% | -4.8% | +32.6% | +27.6% |
| 1Y | +60.7% | -13.1% | +73.8% | +61.0% |
| 3Y | +245.3% | +48.8% | +196.5% | +220.6% |
| All | +217.9% | +33.0% | +184.9% | +197.7% |
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