+43.8%
CAVA vs APA
+11.9%
+31.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.8% | -4.3% |
| 7D | -12.4% | +0.8% | -13.2% | -12.6% |
| 30D | -11.2% | +9.6% | -20.8% | -12.5% |
| 3M | -33.8% | +18.0% | -51.8% | -35.7% |
| 6M | -32.5% | +41.9% | -74.4% | -38.0% |
| YTD | -8.0% | +86.3% | -94.3% | -21.5% |
| 1Y | -17.1% | +97.9% | -115.0% | -30.9% |
| All | +43.8% | +11.9% | +31.9% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling