+199.8%
TER vs CAVA
-7.9%
+207.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +5.8% |
| 7D | +0.6% | -9.2% | +9.8% | +3.0% |
| 30D | -8.3% | -8.2% | -0.1% | -6.8% |
| 3M | -12.2% | -15.3% | +3.1% | -9.6% |
| 6M | +17.0% | -23.6% | +40.6% | +24.0% |
| YTD | +84.6% | +3.5% | +81.1% | +78.2% |
| 1Y | +199.8% | -7.9% | +207.7% | +221.0% |
| All | +199.8% | -7.9% | +207.8% | +221.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling