-28.3%
ON vs CAVA
+37.2%
-65.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | -0.2% |
| 7D | -4.7% | -12.4% | +7.7% | -2.1% |
| 30D | -13.5% | -11.2% | -2.3% | -11.8% |
| 3M | -36.3% | -33.8% | -2.5% | -31.3% |
| 6M | +17.8% | -32.5% | +50.3% | +25.4% |
| YTD | +29.6% | -8.0% | +37.6% | +25.5% |
| 1Y | +45.8% | -17.1% | +62.9% | +44.2% |
| All | -28.3% | +37.2% | -65.4% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling