+44.6%
TOST vs CAVA
+43.2%
+1.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | -0.9% | -1.5% | +0.6% | -0.5% |
| 30D | -3.5% | -3.7% | +0.2% | -3.1% |
| 3M | +38.1% | -18.3% | +56.4% | +44.1% |
| 6M | +9.9% | -23.5% | +33.4% | +16.4% |
| YTD | -6.3% | +2.5% | -8.7% | -10.7% |
| 1Y | -18.3% | -8.0% | -10.3% | -20.2% |
| 3Y | +59.7% | +53.5% | +6.2% | +26.6% |
| All | +44.6% | +43.2% | +1.4% | +18.0% |
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