+48.1%
TOST vs CAVA
+42.4%
+5.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -3.6% | -3.5% | -0.1% | -2.7% |
| 30D | +8.9% | +13.8% | -4.9% | +4.7% |
| 3M | -2.2% | -1.7% | -0.6% | -3.0% |
| 6M | +41.0% | -25.2% | +66.2% | +49.9% |
| YTD | -4.0% | +1.9% | -5.9% | -8.9% |
| 1Y | -9.6% | +21.4% | -31.0% | -19.3% |
| 3Y | +141.7% | +92.5% | +49.2% | +78.4% |
| All | +48.1% | +42.4% | +5.7% | +20.4% |
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 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