+640.8%
APP vs CAVA
+46.8%
+593.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.6% | -2.3% |
| 7D | +0.1% | -1.5% | +1.6% | +0.7% |
| 30D | -10.0% | -3.7% | -6.4% | -9.8% |
| 3M | -44.6% | -18.3% | -26.3% | -41.8% |
| 6M | -37.9% | -23.5% | -14.4% | -33.3% |
| YTD | -53.7% | +2.5% | -56.2% | -56.5% |
| 1Y | -43.0% | -8.0% | -35.0% | -44.8% |
| 3Y | +640.8% | +53.5% | +587.3% | +664.9% |
| All | +640.8% | +46.8% | +593.9% | +664.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling