-2.1%
TLT vs CAVA
+37.2%
-39.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.3% | -1.1% |
| 7D | -1.6% | -12.4% | +10.9% | -1.4% |
| 30D | -1.3% | -11.2% | +9.9% | -1.2% |
| 3M | -3.7% | -33.8% | +30.1% | -3.2% |
| 6M | -6.4% | -32.5% | +26.2% | -5.9% |
| YTD | -4.5% | -8.0% | +3.5% | -4.3% |
| 1Y | -5.9% | -17.1% | +11.3% | -5.6% |
| All | -2.1% | +37.2% | -39.3% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling