+327.1%
AVGO vs CAVA
+33.0%
+294.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.5% |
| 7D | +1.1% | -8.0% | +9.2% | +3.0% |
| 30D | -13.0% | -19.6% | +6.6% | -8.9% |
| 3M | -6.0% | -36.7% | +30.7% | +3.6% |
| 6M | +6.4% | -30.6% | +37.0% | +13.6% |
| YTD | +5.0% | -4.8% | +9.8% | +1.8% |
| 1Y | +1.4% | -13.1% | +14.5% | +0.1% |
| 3Y | +336.8% | +48.8% | +288.0% | +300.8% |
| All | +327.1% | +33.0% | +294.0% | +295.6% |
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