+62.9%
TOST vs CAVA
+48.3%
+14.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.5% |
| 7D | -3.4% | -9.2% | +5.8% | -0.7% |
| 30D | -2.4% | -8.2% | +5.7% | -0.7% |
| 3M | +34.6% | -15.3% | +49.9% | +39.0% |
| 6M | +15.2% | -23.6% | +38.8% | +22.2% |
| YTD | -4.4% | +3.5% | -7.9% | -9.5% |
| 1Y | -17.4% | -7.9% | -9.5% | -19.4% |
| All | +62.9% | +48.3% | +14.6% | +23.3% |
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