+29.8%
BABA vs CAVA
+43.2%
-13.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | -0.2% | -1.5% | +1.4% | -0.1% |
| 30D | -12.3% | -3.7% | -8.6% | -12.3% |
| 3M | -5.3% | -18.3% | +13.0% | -4.8% |
| 6M | -13.1% | -23.5% | +10.4% | -12.4% |
| YTD | -22.4% | +2.5% | -24.9% | -23.1% |
| 1Y | -19.5% | -8.0% | -11.5% | -19.8% |
| 3Y | +32.9% | +53.5% | -20.6% | +21.3% |
| All | +29.8% | +43.2% | -13.3% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling