+119.6%
RF vs CAVA
+98.4%
+21.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.4% | -3.2% | +1.5% |
| 7D | -0.1% | +0.5% | -0.6% | -0.2% |
| 30D | +7.0% | +16.2% | -9.2% | +4.7% |
| 3M | -7.0% | -0.1% | -6.9% | -7.6% |
| 6M | +6.8% | -21.5% | +28.3% | +9.3% |
| YTD | +9.9% | +6.2% | +3.7% | +6.4% |
| 1Y | +21.1% | +28.2% | -7.1% | +13.8% |
| 3Y | +119.6% | +97.7% | +21.9% | +112.0% |
| All | +119.6% | +98.4% | +21.2% | +112.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling