+1,255.0%
APP vs CAVA
+28.6%
+1,226.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.4% | +7.5% | +4.6% |
| 7D | +0.3% | -12.4% | +12.7% | +4.8% |
| 30D | -1.3% | -11.2% | +9.9% | +1.5% |
| 3M | -36.2% | -33.8% | -2.4% | -27.9% |
| 6M | -34.1% | -32.5% | -1.6% | -26.7% |
| YTD | -53.3% | -8.0% | -45.3% | -54.1% |
| 1Y | -44.5% | -17.1% | -27.4% | -44.1% |
| 3Y | +646.7% | +37.8% | +608.8% | +664.4% |
| All | +1,255.0% | +28.6% | +1,226.4% | +1,305.6% |
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