-7.9%
CAVA vs APA
+94.6%
-102.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.8% |
| 7D | -9.2% | +0.5% | -9.8% | -9.1% |
| 30D | -8.2% | +23.4% | -31.6% | -5.9% |
| 3M | -15.3% | +12.7% | -28.0% | -13.4% |
| 6M | -23.6% | +39.4% | -63.0% | -22.9% |
| YTD | +3.5% | +79.0% | -75.4% | +2.4% |
| 1Y | -7.9% | +88.8% | -96.7% | -8.7% |
| All | -7.9% | +94.6% | -102.5% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling