+90.0%
T vs CAVA
+28.6%
+61.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +1.6% |
| 7D | -2.4% | -12.4% | +10.0% | -2.4% |
| 30D | +4.3% | -11.2% | +15.5% | +4.3% |
| 3M | +11.6% | -33.8% | +45.3% | +11.7% |
| 6M | -5.6% | -32.5% | +26.9% | -5.5% |
| YTD | +6.6% | -8.0% | +14.6% | +6.3% |
| 1Y | -8.4% | -17.1% | +8.8% | -8.5% |
| 3Y | +107.8% | +37.8% | +70.0% | +110.8% |
| All | +90.0% | +28.6% | +61.5% | +92.0% |
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