-29.5%
CAVA vs ADVB
-96.8%
+67.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -23.6% | +25.1% | +0.8% |
| 7D | -1.6% | +27.8% | -29.3% | -0.4% |
| 30D | +12.9% | -50.8% | +63.6% | +11.4% |
| 3M | -19.3% | -70.5% | +51.2% | -21.3% |
| 6M | -19.5% | -46.7% | +27.3% | -19.4% |
| YTD | -0.8% | -56.7% | +55.9% | -1.2% |
| 1Y | +20.8% | -71.8% | +92.6% | +20.2% |
| All | -29.5% | -96.8% | +67.3% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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