+124.7%
PM vs CAVA
+43.2%
+81.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.2% |
| 7D | -1.3% | -1.5% | +0.2% | -1.3% |
| 30D | -2.6% | -3.7% | +1.1% | -2.5% |
| 3M | +5.8% | -18.3% | +24.1% | +6.0% |
| 6M | +10.6% | -23.5% | +34.0% | +10.8% |
| YTD | +17.2% | +2.5% | +14.7% | +17.2% |
| 1Y | +17.6% | -8.0% | +25.6% | +17.6% |
| 3Y | +124.3% | +53.5% | +70.8% | +117.2% |
| All | +124.7% | +43.2% | +81.5% | +118.7% |
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