+46.6%
TEM vs CAVA
-39.0%
+85.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -1.1% |
| 7D | -8.7% | -8.0% | -0.6% | -5.1% |
| 30D | +8.1% | -19.6% | +27.6% | +19.3% |
| 3M | +19.0% | -36.7% | +55.7% | +44.8% |
| 6M | +12.0% | -30.6% | +42.6% | +29.5% |
| YTD | -0.1% | -4.8% | +4.7% | -6.1% |
| 1Y | -33.5% | -13.1% | -20.4% | -35.1% |
| All | +46.6% | -39.0% | +85.6% | +89.0% |
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 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