+28.8%
ADP vs CAVA
+34.5%
-5.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.0% | -0.6% |
| 7D | -5.7% | -8.5% | +2.9% | -5.1% |
| 30D | -3.1% | -8.2% | +5.1% | -2.6% |
| 3M | +15.6% | -25.9% | +41.5% | +17.6% |
| 6M | +20.8% | -30.9% | +51.7% | +23.2% |
| YTD | +4.7% | -3.7% | +8.5% | +4.1% |
| 1Y | -8.3% | -13.4% | +5.1% | -8.5% |
| 3Y | +13.6% | +44.2% | -30.7% | +9.0% |
| All | +28.8% | +34.5% | -5.8% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling