+14.6%
XLF vs CAVA
-33.7%
+48.3%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | 0.0% |
| 7D | -2.9% | -12.4% | +9.6% | -2.1% |
| 30D | -1.6% | -11.2% | +9.6% | -1.0% |
| 3M | +9.3% | -33.8% | +43.1% | +12.0% |
| 6M | +14.6% | -32.5% | +47.1% | +15.7% |
| All | +14.6% | -33.7% | +48.3% | +15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling