+52.2%
TEM vs CAVA
-38.3%
+90.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -6.0% | +1.4% | -1.9% |
| 7D | -1.1% | -8.5% | +7.5% | +3.0% |
| 30D | +11.3% | -8.2% | +19.5% | +15.1% |
| 3M | +25.5% | -25.9% | +51.4% | +41.5% |
| 6M | +17.1% | -30.9% | +48.1% | +35.8% |
| YTD | +3.8% | -3.7% | +7.5% | -3.0% |
| 1Y | -24.4% | -13.4% | -10.9% | -25.9% |
| All | +52.2% | -38.3% | +90.6% | +95.3% |
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