-13.1%
CAVA vs AWK
+1.9%
-15.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.4% |
| 7D | -8.0% | -2.1% | -5.9% | -8.2% |
| 30D | -19.6% | +2.1% | -21.6% | -19.4% |
| 3M | -36.7% | +11.4% | -48.1% | -35.8% |
| 6M | -30.6% | +3.9% | -34.5% | -30.2% |
| YTD | -4.8% | +7.7% | -12.5% | -2.6% |
| 1Y | -13.1% | +1.3% | -14.4% | -13.9% |
| All | -13.1% | +1.9% | -15.1% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling