+19.3%
RF vs CAVA
+22.5%
-3.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.4% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +6.2% | +12.6% | -6.4% | +4.7% |
| 3M | -7.8% | -1.9% | -5.9% | -8.1% |
| 6M | +5.9% | -23.9% | +29.9% | +8.6% |
| YTD | +9.0% | +2.9% | +6.1% | +4.4% |
| 1Y | +19.3% | +21.6% | -2.4% | +9.1% |
| All | +19.3% | +22.5% | -3.2% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling