+55.0%
BP vs CAVA
+33.0%
+21.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.4% | -0.1% |
| 7D | +5.2% | -8.0% | +13.3% | +5.5% |
| 30D | +8.7% | -19.6% | +28.3% | +9.4% |
| 3M | +9.3% | -36.7% | +46.0% | +11.0% |
| 6M | +13.6% | -30.6% | +44.2% | +14.6% |
| YTD | +37.7% | -4.8% | +42.5% | +36.2% |
| 1Y | +40.6% | -13.1% | +53.8% | +39.5% |
| 3Y | +40.3% | +48.8% | -8.4% | +38.4% |
| All | +55.0% | +33.0% | +21.9% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling