+14.3%
BMY vs CAVA
+33.0%
-18.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.2% |
| 7D | -4.8% | -8.0% | +3.3% | -4.7% |
| 30D | -0.1% | -19.6% | +19.5% | 0.0% |
| 3M | +13.1% | -36.7% | +49.8% | +13.5% |
| 6M | +8.4% | -30.6% | +39.0% | +8.7% |
| YTD | +22.0% | -4.8% | +26.8% | +22.3% |
| 1Y | +40.3% | -13.1% | +53.4% | +40.6% |
| 3Y | +20.5% | +48.8% | -28.3% | +20.0% |
| All | +14.3% | +33.0% | -18.7% | +14.9% |
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