+110.2%
T vs CAVA
+41.9%
+68.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +2.0% |
| 7D | +1.5% | -8.0% | +9.5% | +1.5% |
| 30D | +7.5% | -19.6% | +27.0% | +7.5% |
| 3M | +14.8% | -36.7% | +51.5% | +15.0% |
| 6M | -1.7% | -30.6% | +28.8% | -1.6% |
| YTD | +8.7% | -4.8% | +13.5% | +8.4% |
| 1Y | -7.5% | -13.1% | +5.7% | -7.7% |
| 3Y | +110.2% | +48.8% | +61.5% | +112.7% |
| All | +110.2% | +41.9% | +68.3% | +112.7% |
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 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