+30.5%
BABA vs CAVA
+44.7%
-14.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.3% |
| 7D | -4.8% | -9.2% | +4.5% | -4.5% |
| 30D | -11.9% | -8.2% | -3.7% | -11.7% |
| 3M | -9.3% | -15.3% | +6.1% | -9.0% |
| 6M | -14.2% | -23.6% | +9.3% | -13.5% |
| YTD | -22.0% | +3.5% | -25.6% | -22.7% |
| 1Y | -12.7% | -7.9% | -4.8% | -13.0% |
| 3Y | +26.7% | +38.7% | -12.0% | +17.0% |
| All | +30.5% | +44.7% | -14.2% | +21.4% |
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