+92.5%
AXP vs CAVA
+40.8%
+51.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | +5.8% | +13.6% | -7.8% | +3.6% |
| 3M | -6.0% | -4.9% | -1.1% | -5.8% |
| 6M | +0.3% | -33.9% | +34.2% | +5.9% |
| YTD | -12.3% | +0.8% | -13.0% | -14.3% |
| 1Y | -11.2% | +27.0% | -38.2% | -16.7% |
| 3Y | +117.0% | +73.1% | +44.0% | +101.9% |
| All | +92.5% | +40.8% | +51.6% | +82.1% |
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