+144.6%
TOST vs CAVA
+91.1%
+53.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.1% |
| 7D | +3.0% | +0.1% | +2.8% | +2.9% |
| 30D | +10.3% | +12.6% | -2.3% | +6.5% |
| 3M | -3.3% | -1.9% | -1.3% | -3.9% |
| 6M | +37.8% | -23.9% | +61.7% | +45.4% |
| YTD | -2.8% | +2.9% | -5.7% | -7.8% |
| 1Y | -9.6% | +21.6% | -31.2% | -19.0% |
| 3Y | +144.6% | +94.4% | +50.3% | +117.2% |
| All | +144.6% | +91.1% | +53.5% | +117.2% |
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