+242.0%
TER vs CAVA
+43.2%
+198.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.5% |
| 7D | +11.0% | -1.5% | +12.5% | +11.4% |
| 30D | -1.9% | -3.7% | +1.8% | -1.3% |
| 3M | -0.7% | -18.3% | +17.6% | +3.5% |
| 6M | +36.4% | -23.5% | +59.8% | +44.0% |
| YTD | +92.4% | +2.5% | +90.0% | +86.0% |
| 1Y | +213.5% | -8.0% | +221.5% | +209.8% |
| 3Y | +277.2% | +53.5% | +223.7% | +242.9% |
| All | +242.0% | +43.2% | +198.8% | +214.7% |
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