+6.2%
SMR vs CAVA
+33.0%
-26.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.5% | -19.2% | -16.9% |
| 7D | -11.2% | -8.0% | -3.2% | -8.7% |
| 30D | -10.2% | -19.6% | +9.3% | -3.2% |
| 3M | -10.0% | -36.7% | +26.6% | +5.0% |
| 6M | -30.5% | -30.6% | +0.1% | -22.1% |
| YTD | -39.2% | -4.8% | -34.4% | -40.7% |
| 1Y | -75.5% | -13.1% | -62.4% | -75.5% |
| 3Y | +45.4% | +48.8% | -3.3% | +47.0% |
| All | +6.2% | +33.0% | -26.9% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling