-81.9%
TTD vs CAVA
+28.6%
-110.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.1% | +1.8% |
| 7D | -7.4% | -12.4% | +5.0% | -4.2% |
| 30D | +3.0% | -11.2% | +14.2% | +5.7% |
| 3M | -27.6% | -33.8% | +6.2% | -20.1% |
| 6M | -49.5% | -32.5% | -17.0% | -45.0% |
| YTD | -63.2% | -8.0% | -55.2% | -64.0% |
| 1Y | -69.7% | -17.1% | -52.6% | -69.8% |
| 3Y | -83.3% | +37.8% | -121.2% | -84.7% |
| All | -81.9% | +28.6% | -110.5% | -83.1% |
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