+8.8%
BABA vs CAVA
+38.6%
-29.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | -13.8% | -1.6% | -12.2% | -13.7% |
| 30D | -15.1% | +12.9% | -28.0% | -15.5% |
| 3M | -22.7% | -19.3% | -3.4% | -22.3% |
| 6M | -34.7% | -19.5% | -15.2% | -34.4% |
| YTD | -35.0% | -0.8% | -34.2% | -35.5% |
| 1Y | -40.4% | +20.8% | -61.2% | -41.5% |
| 3Y | +21.9% | +85.7% | -63.8% | +8.5% |
| All | +8.8% | +38.6% | -29.9% | +1.3% |
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