+92.4%
AXP vs CAVA
+34.5%
+57.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.7% | -0.4% |
| 7D | -2.5% | -8.5% | +6.1% | -1.1% |
| 30D | -5.0% | -8.2% | +3.2% | -4.0% |
| 3M | +1.4% | -25.9% | +27.3% | +5.5% |
| 6M | +6.0% | -30.9% | +36.9% | +11.2% |
| YTD | -12.3% | -3.7% | -8.6% | -13.4% |
| 1Y | +0.3% | -13.4% | +13.7% | +0.2% |
| 3Y | +111.7% | +44.2% | +67.4% | +99.7% |
| All | +92.4% | +34.5% | +57.8% | +83.8% |
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