-5.3%
ABT vs CAVA
-27.5%
+22.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.8% | -0.2% |
| 7D | -4.7% | -8.5% | +3.8% | -4.6% |
| 30D | -3.1% | -8.2% | +5.1% | -2.8% |
| 3M | +16.1% | -25.9% | +42.1% | +16.0% |
| 6M | -5.3% | -30.9% | +25.6% | -6.8% |
| All | -5.3% | -27.5% | +22.1% | -6.8% |
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