-31.6%
CAVA vs ADVB
-89.4%
+57.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.3% | -0.7% | -6.2% |
| 7D | -8.5% | -13.0% | +4.5% | -8.9% |
| 30D | -8.2% | +7.5% | -15.7% | -8.0% |
| 3M | -25.9% | +129.1% | -155.0% | -24.0% |
| 6M | -30.9% | +71.7% | -102.6% | -29.3% |
| YTD | -3.7% | +45.5% | -49.3% | -1.7% |
| 1Y | -13.4% | -2.7% | -10.7% | -12.2% |
| All | -31.6% | -89.4% | +57.7% | -15.7% |
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