+53.5%
CAVA vs AVAV
+31.0%
+22.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.5% |
| 7D | -1.5% | +3.2% | -4.7% | -2.1% |
| 30D | -3.7% | -20.3% | +16.7% | +0.2% |
| 3M | -18.3% | -19.4% | +1.1% | -15.9% |
| 6M | -23.5% | -35.3% | +11.8% | -18.4% |
| YTD | +2.5% | -38.5% | +41.0% | +8.8% |
| 1Y | -8.0% | -37.2% | +29.2% | -3.2% |
| 3Y | +53.5% | +31.1% | +22.4% | +14.1% |
| All | +53.5% | +31.0% | +22.5% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling