+229.0%
TPR vs CAVA
+38.6%
+190.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | -0.3% | -1.6% | +1.3% | -0.1% |
| 30D | +15.1% | +12.9% | +2.2% | +12.9% |
| 3M | +3.5% | -19.3% | +22.8% | +6.4% |
| 6M | +0.4% | -19.5% | +19.9% | +2.1% |
| YTD | +4.6% | -0.8% | +5.4% | +1.7% |
| 1Y | +33.1% | +20.8% | +12.3% | +24.7% |
| 3Y | +396.0% | +85.7% | +310.3% | +342.5% |
| All | +229.0% | +38.6% | +190.4% | +203.2% |
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 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