+94.5%
AXP vs CAVA
+48.5%
+46.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.4% | -4.4% | +0.2% |
| 7D | -1.1% | +0.5% | -1.6% | -1.2% |
| 30D | +5.2% | +16.2% | -11.0% | +2.6% |
| 3M | -4.6% | -0.1% | -4.5% | -5.1% |
| 6M | +3.2% | -21.5% | +24.7% | +6.0% |
| YTD | -11.3% | +6.2% | -17.6% | -14.1% |
| 1Y | -11.0% | +28.2% | -39.2% | -16.6% |
| 3Y | +120.2% | +97.7% | +22.4% | +101.7% |
| All | +94.5% | +48.5% | +46.0% | +82.4% |
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