+16.0%
RF vs CAVA
-14.2%
+30.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.4% | +0.1% |
| 7D | -0.1% | -8.5% | +8.4% | +0.9% |
| 30D | -4.0% | -8.2% | +4.2% | -3.4% |
| 3M | +5.6% | -25.9% | +31.5% | +8.7% |
| 6M | +13.1% | -30.9% | +44.0% | +17.0% |
| YTD | +13.6% | -3.7% | +17.3% | +10.9% |
| 1Y | +16.0% | -13.4% | +29.4% | +11.7% |
| All | +16.0% | -14.2% | +30.2% | +11.7% |
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 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