+72.6%
TEL vs CAVA
+41.9%
+30.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | +0.1% | +3.1% |
| 7D | +1.6% | -8.0% | +9.6% | +2.7% |
| 30D | -0.7% | -19.6% | +18.9% | +2.1% |
| 3M | +2.4% | -36.7% | +39.1% | +8.5% |
| 6M | +4.1% | -30.6% | +34.7% | +8.6% |
| YTD | -5.8% | -4.8% | -1.0% | -6.6% |
| 1Y | +0.9% | -13.1% | +14.0% | +0.8% |
| 3Y | +72.6% | +48.8% | +23.8% | +68.5% |
| All | +72.6% | +41.9% | +30.7% | +68.5% |
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