-36.1%
TE vs CAVA
+34.5%
-70.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.0% | +3.1% | -1.4% |
| 7D | +15.0% | -8.5% | +23.5% | +17.6% |
| 30D | -7.5% | -8.2% | +0.7% | -6.3% |
| 3M | -42.0% | -25.9% | -16.0% | -38.5% |
| 6M | -31.4% | -30.9% | -0.5% | -26.7% |
| YTD | -26.5% | -3.7% | -22.8% | -31.0% |
| 1Y | +153.1% | -13.4% | +166.5% | +144.3% |
| 3Y | -20.7% | +44.2% | -64.9% | -35.5% |
| All | -36.1% | +34.5% | -70.6% | -46.6% |
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