-21.9%
ON vs CAVA
+43.2%
-65.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.2% |
| 7D | -2.2% | -1.5% | -0.6% | -1.9% |
| 30D | -12.4% | -3.7% | -8.8% | -12.1% |
| 3M | -41.2% | -18.3% | -22.9% | -39.6% |
| 6M | +25.0% | -23.5% | +48.5% | +29.5% |
| YTD | +31.3% | +2.5% | +28.8% | +25.2% |
| 1Y | +45.4% | -8.0% | +53.4% | +41.4% |
| 3Y | -27.4% | +53.5% | -80.9% | -37.3% |
| All | -21.9% | +43.2% | -65.1% | -31.3% |
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 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