+40.5%
TMUS vs CAVA
+34.5%
+5.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.0% | +3.6% | -2.2% |
| 7D | -5.3% | -8.5% | +3.2% | -5.0% |
| 30D | +0.1% | -8.2% | +8.3% | +0.3% |
| 3M | -0.6% | -25.9% | +25.3% | +0.3% |
| 6M | -17.5% | -30.9% | +13.4% | -16.7% |
| YTD | -11.3% | -3.7% | -7.5% | -12.0% |
| 1Y | -25.4% | -13.4% | -12.0% | -25.7% |
| 3Y | +35.5% | +44.2% | -8.7% | +31.5% |
| All | +40.5% | +34.5% | +5.9% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling