-2.9%
ADSK vs CAVA
+41.9%
-44.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.1% |
| 7D | -2.5% | -8.0% | +5.5% | -1.4% |
| 30D | -14.9% | -19.6% | +4.7% | -12.3% |
| 3M | +3.3% | -36.7% | +40.0% | +9.7% |
| 6M | -15.7% | -30.6% | +14.9% | -12.1% |
| YTD | -28.2% | -4.8% | -23.5% | -29.5% |
| 1Y | -34.5% | -13.1% | -21.4% | -35.1% |
| 3Y | -2.9% | +48.8% | -51.7% | -11.9% |
| All | -2.9% | +41.9% | -44.8% | -11.9% |
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 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