+27.6%
CAVA vs APA
+49.3%
-21.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.0% | +3.4% |
| 7D | -8.0% | +4.6% | -12.6% | -8.7% |
| 30D | -19.6% | +11.9% | -31.5% | -21.0% |
| 3M | -36.7% | +22.5% | -59.2% | -38.9% |
| 6M | -30.6% | +37.5% | -68.1% | -35.8% |
| YTD | -4.8% | +87.2% | -91.9% | -18.8% |
| 1Y | -13.1% | +101.4% | -114.6% | -27.9% |
| 3Y | +48.8% | +16.9% | +31.9% | +26.3% |
| All | +27.6% | +49.3% | -21.7% | +5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling