+26.1%
BABA vs CAVA
+34.5%
-8.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.0% | +3.1% | -2.7% |
| 7D | -2.2% | -8.5% | +6.4% | -1.9% |
| 30D | -17.3% | -8.2% | -9.1% | -17.2% |
| 3M | -7.8% | -25.9% | +18.2% | -7.0% |
| 6M | -16.8% | -30.9% | +14.2% | -15.7% |
| YTD | -24.7% | -3.7% | -21.0% | -25.1% |
| 1Y | -24.9% | -13.4% | -11.5% | -25.1% |
| 3Y | +29.1% | +44.2% | -15.1% | +18.0% |
| All | +26.1% | +34.5% | -8.5% | +17.6% |
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