+47.3%
BP vs CAVA
+44.7%
+2.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | +3.9% | -9.2% | +13.2% | +4.2% |
| 30D | +7.6% | -8.2% | +15.8% | +7.8% |
| 3M | +0.7% | -15.3% | +16.0% | +1.0% |
| 6M | +15.5% | -23.6% | +39.1% | +16.2% |
| YTD | +30.8% | +3.5% | +27.3% | +29.1% |
| 1Y | +34.3% | -7.9% | +42.2% | +33.1% |
| 3Y | +35.1% | +38.7% | -3.6% | +33.4% |
| All | +47.3% | +44.7% | +2.6% | +45.9% |
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 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