+29.1%
CAVA vs ACWI
+76.7%
-47.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -5.0% |
| 7D | -8.5% | 0.0% | -8.5% | -8.5% |
| 30D | -8.2% | -0.6% | -7.6% | -7.0% |
| 3M | -25.9% | +4.3% | -30.2% | -31.5% |
| 6M | -30.9% | +12.7% | -43.6% | -45.3% |
| YTD | -3.7% | +13.9% | -17.6% | -24.7% |
| 1Y | -13.4% | +20.5% | -34.0% | -39.1% |
| 3Y | +44.2% | +76.5% | -32.3% | -50.4% |
| All | +29.1% | +76.7% | -47.6% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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