+31.0%
CAVA vs APD
+19.7%
+11.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | -4.4% | +2.2% | -6.6% | -5.1% |
| 30D | +8.2% | +9.4% | -1.2% | +5.4% |
| 3M | -17.4% | +4.7% | -22.1% | -18.5% |
| 6M | -25.7% | +5.5% | -31.2% | -27.0% |
| YTD | -2.3% | +31.4% | -33.7% | -11.9% |
| 1Y | +17.6% | +24.1% | -6.5% | +8.1% |
| 3Y | +84.6% | +28.8% | +55.8% | +68.4% |
| All | +31.0% | +19.7% | +11.3% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 5y: compounded portfolio wealth divided by compounded APD 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…
5y analysis · Full analysis span regression · 6 months rolling