+27.6%
CAVA vs AVAV
+55.2%
-27.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | -8.0% | +1.4% | -9.5% | -8.3% |
| 30D | -19.6% | -24.3% | +4.7% | -15.6% |
| 3M | -36.7% | -20.1% | -16.5% | -34.7% |
| 6M | -30.6% | -29.4% | -1.2% | -27.5% |
| YTD | -4.8% | -39.3% | +34.6% | +1.2% |
| 1Y | -13.1% | -39.3% | +26.2% | -8.0% |
| 3Y | +48.8% | +29.5% | +19.3% | +27.4% |
| All | +27.6% | +55.2% | -27.6% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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