+43.8%
TMUS vs CAVA
+44.7%
-0.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.4% |
| 7D | +0.1% | -9.2% | +9.3% | +0.4% |
| 30D | +5.3% | -8.2% | +13.4% | +5.5% |
| 3M | +3.1% | -15.3% | +18.5% | +3.6% |
| 6M | -16.5% | -23.6% | +7.1% | -15.9% |
| YTD | -9.2% | +3.5% | -12.7% | -10.2% |
| 1Y | -26.5% | -7.9% | -18.6% | -26.9% |
| 3Y | +39.0% | +38.7% | +0.4% | +35.2% |
| All | +43.8% | +44.7% | -0.9% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling