-16.3%
ON vs CAVA
+33.0%
-49.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.5% | +5.0% | +7.8% |
| 7D | +2.4% | -8.0% | +10.4% | +4.1% |
| 30D | -8.6% | -19.6% | +10.9% | -4.8% |
| 3M | -34.3% | -36.7% | +2.3% | -28.7% |
| 6M | +28.5% | -30.6% | +59.1% | +35.8% |
| YTD | +40.6% | -4.8% | +45.4% | +36.0% |
| 1Y | +55.3% | -13.1% | +68.4% | +52.7% |
| 3Y | -22.2% | +48.8% | -71.0% | -32.2% |
| All | -16.3% | +33.0% | -49.4% | -25.4% |
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