+240.3%
TER vs CAVA
+28.6%
+211.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.4% | +0.9% | -2.4% |
| 7D | +9.4% | -12.4% | +21.8% | +13.0% |
| 30D | -2.4% | -11.2% | +8.8% | +0.1% |
| 3M | +6.5% | -33.8% | +40.3% | +17.4% |
| 6M | +23.2% | -32.5% | +55.7% | +34.2% |
| YTD | +91.5% | -8.0% | +99.5% | +90.1% |
| 1Y | +214.8% | -17.1% | +231.9% | +219.3% |
| 3Y | +275.3% | +37.8% | +237.5% | +250.4% |
| All | +240.3% | +28.6% | +211.7% | +221.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling