+112.2%
ABBV vs CAVA
+33.0%
+79.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.8% |
| 7D | +0.3% | -8.0% | +8.3% | +0.2% |
| 30D | +3.4% | -19.6% | +22.9% | +3.3% |
| 3M | +15.2% | -36.7% | +51.9% | +15.0% |
| 6M | +14.7% | -30.6% | +45.3% | +14.5% |
| YTD | +15.2% | -4.8% | +20.0% | +15.0% |
| 1Y | +20.4% | -13.1% | +33.5% | +20.0% |
| 3Y | +91.3% | +48.8% | +42.6% | +94.5% |
| All | +112.2% | +33.0% | +79.1% | +116.1% |
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