+74.2%
XLF vs CAVA
+41.9%
+32.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.3% |
| 7D | -1.5% | -8.0% | +6.6% | -0.6% |
| 30D | -1.2% | -19.6% | +18.4% | +0.9% |
| 3M | +9.2% | -36.7% | +45.9% | +14.0% |
| 6M | +16.3% | -30.6% | +46.9% | +19.8% |
| YTD | +5.4% | -4.8% | +10.2% | +4.3% |
| 1Y | +7.6% | -13.1% | +20.7% | +7.2% |
| 3Y | +74.2% | +48.8% | +25.4% | +65.6% |
| All | +74.2% | +41.9% | +32.3% | +65.6% |
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