+267.6%
SMH vs CAVA
+28.6%
+239.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.4% | +2.0% | -1.5% |
| 7D | +1.4% | -12.4% | +13.8% | +4.2% |
| 30D | -2.2% | -11.2% | +9.0% | -0.2% |
| 3M | -1.9% | -33.8% | +31.9% | +6.2% |
| 6M | +41.0% | -32.5% | +73.5% | +50.8% |
| YTD | +55.6% | -8.0% | +63.6% | +52.8% |
| 1Y | +86.8% | -17.1% | +104.0% | +87.1% |
| 3Y | +277.7% | +37.8% | +239.8% | +255.6% |
| All | +267.6% | +28.6% | +239.1% | +248.7% |
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