-1.4%
TLT vs CAVA
-7.9%
+6.5%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.2% |
| 7D | -0.4% | -9.2% | +8.8% | -0.3% |
| 30D | -0.6% | -8.2% | +7.6% | -0.4% |
| 3M | -2.7% | -15.3% | +12.6% | -2.4% |
| 6M | -5.6% | -23.6% | +18.0% | -5.2% |
| YTD | -2.8% | +3.5% | -6.3% | -1.9% |
| 1Y | -1.4% | -7.9% | +6.4% | -1.4% |
| All | -1.4% | -7.9% | +6.5% | -1.4% |
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