+216.3%
C vs CAVA
+28.6%
+187.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +1.2% |
| 7D | +0.3% | -12.4% | +12.7% | +2.2% |
| 30D | +2.0% | -11.2% | +13.2% | +3.4% |
| 3M | +4.4% | -33.8% | +38.2% | +10.3% |
| 6M | +28.3% | -32.5% | +60.9% | +34.8% |
| YTD | +20.5% | -8.0% | +28.5% | +20.0% |
| 1Y | +45.5% | -17.1% | +62.7% | +46.5% |
| 3Y | +274.0% | +37.8% | +236.2% | +268.3% |
| All | +216.3% | +28.6% | +187.7% | +213.4% |
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