+84.7%
AMGN vs CAVA
+28.6%
+56.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -2.1% |
| 7D | -13.9% | -12.4% | -1.4% | -13.4% |
| 30D | -7.1% | -11.2% | +4.1% | -6.8% |
| 3M | +13.9% | -33.8% | +47.7% | +15.6% |
| 6M | +3.2% | -32.5% | +35.8% | +4.6% |
| YTD | +19.2% | -8.0% | +27.2% | +19.2% |
| 1Y | +41.1% | -17.1% | +58.3% | +41.3% |
| 3Y | +61.3% | +37.8% | +23.5% | +60.7% |
| All | +84.7% | +28.6% | +56.1% | +82.1% |
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 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