+1,281.1%
APP vs CAVA
+44.7%
+1,236.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.7% |
| 7D | +0.9% | -9.2% | +10.1% | +4.1% |
| 30D | -23.3% | -8.2% | -15.1% | -21.4% |
| 3M | -42.6% | -15.3% | -27.3% | -40.7% |
| 6M | -33.6% | -23.6% | -10.0% | -29.1% |
| YTD | -52.4% | +3.5% | -56.0% | -55.0% |
| 1Y | -35.9% | -7.9% | -28.0% | -37.6% |
| 3Y | +642.2% | +38.7% | +603.6% | +640.0% |
| All | +1,281.1% | +44.7% | +1,236.5% | +1,278.4% |
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 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