+1,662.6%
APP vs CAVA
+38.6%
+1,624.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.4% | +3.4% |
| 7D | +4.6% | -1.6% | +6.1% | +5.1% |
| 30D | +56.0% | +12.9% | +43.2% | +48.8% |
| 3M | +30.8% | -19.3% | +50.2% | +38.6% |
| 6M | -9.8% | -19.5% | +9.7% | -6.4% |
| YTD | -39.3% | -0.8% | -38.5% | -42.4% |
| 1Y | -26.4% | +20.8% | -47.2% | -35.4% |
| 3Y | +887.9% | +85.7% | +802.2% | +847.4% |
| All | +1,662.6% | +38.6% | +1,624.0% | +1,663.6% |
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