+388.4%
ANET vs CAVA
+33.0%
+355.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.5% | +2.1% | +4.8% |
| 7D | +3.0% | -8.0% | +11.0% | +5.1% |
| 30D | -5.2% | -19.6% | +14.4% | -0.4% |
| 3M | +27.6% | -36.7% | +64.3% | +41.0% |
| 6M | +44.4% | -30.6% | +75.0% | +54.9% |
| YTD | +52.3% | -4.8% | +57.1% | +48.0% |
| 1Y | +30.4% | -13.1% | +43.5% | +28.9% |
| 3Y | +313.3% | +48.8% | +264.5% | +293.1% |
| All | +388.4% | +33.0% | +355.3% | +364.1% |
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