+243.3%
AMAT vs CAVA
+34.5%
+208.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | +0.5% |
| 7D | +6.9% | -8.5% | +15.5% | +9.0% |
| 30D | -10.1% | -8.2% | -1.9% | -8.9% |
| 3M | -6.0% | -25.9% | +19.9% | -0.4% |
| 6M | +38.6% | -30.9% | +69.6% | +48.4% |
| YTD | +83.1% | -3.7% | +86.8% | +80.0% |
| 1Y | +188.3% | -13.4% | +201.8% | +188.7% |
| 3Y | +225.3% | +44.2% | +181.1% | +204.8% |
| All | +243.3% | +34.5% | +208.8% | +224.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling