+15.4%
BIL vs CAVA
+34.5%
-19.1%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | 0.0% |
| 7D | +0.1% | -8.5% | +8.6% | +0.1% |
| 30D | +0.3% | -8.2% | +8.5% | +0.3% |
| 3M | +0.9% | -25.9% | +26.8% | +0.9% |
| 6M | +1.8% | -30.9% | +32.7% | +1.8% |
| YTD | +2.5% | -3.7% | +6.2% | +2.5% |
| 1Y | +3.7% | -13.4% | +17.1% | +3.7% |
| 3Y | +14.1% | +44.2% | -30.2% | +14.1% |
| All | +15.4% | +34.5% | -19.1% | +15.5% |
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