+1,244.3%
APP vs CAVA
+43.2%
+1,201.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.6% | -2.3% |
| 7D | +0.1% | -1.5% | +1.6% | +0.6% |
| 30D | -10.0% | -3.7% | -6.4% | -9.8% |
| 3M | -44.6% | -18.3% | -26.3% | -42.0% |
| 6M | -37.9% | -23.5% | -14.4% | -33.7% |
| YTD | -53.7% | +2.5% | -56.2% | -56.0% |
| 1Y | -43.0% | -8.0% | -35.0% | -44.4% |
| 3Y | +640.8% | +53.5% | +587.3% | +632.2% |
| All | +1,244.3% | +43.2% | +1,201.1% | +1,246.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling