+130.8%
PM vs CAVA
+28.6%
+102.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.6% | +2.2% |
| 7D | +1.9% | -12.4% | +14.4% | +2.1% |
| 30D | +1.9% | -11.2% | +13.1% | +2.0% |
| 3M | +4.6% | -33.8% | +38.4% | +5.1% |
| 6M | +11.7% | -32.5% | +44.2% | +12.1% |
| YTD | +20.4% | -8.0% | +28.3% | +20.5% |
| 1Y | +19.0% | -17.1% | +36.1% | +19.1% |
| 3Y | +130.4% | +37.8% | +92.5% | +123.4% |
| All | +130.8% | +28.6% | +102.3% | +124.9% |
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