-10.1%
TLT vs CAVA
+33.0%
-43.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | +0.1% |
| 7D | -1.6% | -8.0% | +6.4% | -1.5% |
| 30D | -1.1% | -19.6% | +18.4% | -0.8% |
| 3M | -4.9% | -36.7% | +31.8% | -4.3% |
| 6M | -5.0% | -30.6% | +25.6% | -4.6% |
| YTD | -4.4% | -4.8% | +0.4% | -4.3% |
| 1Y | -6.4% | -13.1% | +6.7% | -6.2% |
| 3Y | -2.0% | +48.8% | -50.8% | -5.2% |
| All | -10.1% | +33.0% | -43.1% | -12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling