+91.8%
RF vs CAVA
+44.7%
+47.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | +1.3% | -9.2% | +10.5% | +2.6% |
| 30D | -3.6% | -8.2% | +4.6% | -2.8% |
| 3M | +8.1% | -15.3% | +23.4% | +9.7% |
| 6M | +11.5% | -23.6% | +35.1% | +14.4% |
| YTD | +15.6% | +3.5% | +12.0% | +12.9% |
| 1Y | +15.7% | -7.9% | +23.6% | +14.2% |
| 3Y | +86.9% | +38.7% | +48.2% | +75.6% |
| All | +91.8% | +44.7% | +47.1% | +80.3% |
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