+182.6%
TPR vs CAVA
+34.5%
+148.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.0% | +2.7% | -2.4% |
| 7D | -7.3% | -8.5% | +1.2% | -6.1% |
| 30D | -30.7% | -8.2% | -22.5% | -30.2% |
| 3M | -21.6% | -25.9% | +4.3% | -18.8% |
| 6M | -21.3% | -30.9% | +9.6% | -17.7% |
| YTD | -10.2% | -3.7% | -6.5% | -12.0% |
| 1Y | +9.5% | -13.4% | +22.9% | +8.5% |
| 3Y | +280.8% | +44.2% | +236.6% | +248.8% |
| All | +182.6% | +34.5% | +148.0% | +162.3% |
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 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