+29.1%
CAVA vs APA
+49.7%
-20.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.0% | -9.0% | -6.5% |
| 7D | -8.5% | +0.3% | -8.9% | -8.6% |
| 30D | -8.2% | +9.3% | -17.5% | -9.5% |
| 3M | -25.9% | +23.3% | -49.3% | -28.6% |
| 6M | -30.9% | +39.5% | -70.4% | -36.3% |
| YTD | -3.7% | +87.6% | -91.3% | -17.9% |
| 1Y | -13.4% | +114.2% | -127.7% | -29.5% |
| 3Y | +44.2% | +13.6% | +30.7% | +23.4% |
| All | +29.1% | +49.7% | -20.6% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling