+50.0%
BX vs CAVA
+28.6%
+21.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.6% | -2.0% |
| 7D | -8.9% | -12.4% | +3.5% | -6.6% |
| 30D | -14.8% | -11.2% | -3.6% | -13.1% |
| 3M | +6.9% | -33.8% | +40.7% | +14.6% |
| 6M | +16.3% | -32.5% | +48.8% | +23.7% |
| YTD | -16.1% | -8.0% | -8.1% | -16.8% |
| 1Y | -26.8% | -17.1% | -9.7% | -26.4% |
| 3Y | +22.4% | +37.8% | -15.4% | +16.8% |
| All | +50.0% | +28.6% | +21.5% | +44.8% |
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