+21.4%
TMUS vs CAVA
+87.8%
-66.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -0.7% |
| 7D | +4.9% | -1.6% | +6.5% | +5.0% |
| 30D | +7.7% | +12.9% | -5.2% | +7.3% |
| 3M | -6.8% | -19.3% | +12.5% | -6.3% |
| 6M | -9.7% | -19.5% | +9.8% | -9.2% |
| YTD | -15.0% | -0.8% | -14.2% | -15.8% |
| 1Y | -19.1% | +20.8% | -39.9% | -21.0% |
| 3Y | +21.4% | +85.7% | -64.3% | +21.8% |
| All | +21.4% | +87.8% | -66.4% | +21.8% |
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