+21.7%
CAVA vs AS
+114.1%
-92.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.2% |
| 7D | -1.5% | -2.6% | +1.1% | -0.9% |
| 30D | -3.7% | -22.1% | +18.5% | +3.3% |
| 3M | -18.3% | -15.3% | -3.0% | -14.6% |
| 6M | -23.5% | -15.6% | -7.9% | -20.1% |
| YTD | +2.5% | -23.2% | +25.7% | +9.4% |
| 1Y | -8.0% | -21.7% | +13.7% | -2.9% |
| All | +21.7% | +114.1% | -92.4% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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