+33.3%
SMR vs CAVA
+34.5%
-1.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.0% | +2.7% | -1.1% |
| 7D | +13.1% | -8.5% | +21.6% | +16.8% |
| 30D | +17.8% | -8.2% | +26.0% | +20.4% |
| 3M | +8.1% | -25.9% | +34.0% | +18.6% |
| 6M | -11.1% | -30.9% | +19.8% | -0.1% |
| YTD | -23.7% | -3.7% | -20.0% | -25.7% |
| 1Y | -69.4% | -13.4% | -56.0% | -69.3% |
| 3Y | +82.6% | +44.2% | +38.4% | +84.2% |
| All | +33.3% | +34.5% | -1.3% | +39.2% |
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