+36.6%
CAVA vs AVAV
+31.6%
+5.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -3.5% | +9.9% | -13.4% | -5.3% |
| 30D | +13.8% | -5.4% | +19.2% | +14.4% |
| 3M | -1.7% | -36.5% | +34.9% | +5.8% |
| 6M | -25.2% | -25.3% | 0.0% | -23.5% |
| YTD | +1.9% | -48.6% | +50.5% | +10.9% |
| 1Y | +21.4% | -62.1% | +83.5% | +40.6% |
| 3Y | +92.5% | +2.3% | +90.2% | +71.3% |
| All | +36.6% | +31.6% | +5.0% | +18.1% |
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