+43.8%
CAVA vs AWK
+9.5%
+34.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.5% |
| 7D | -12.4% | -0.7% | -11.7% | -12.5% |
| 30D | -11.2% | +2.8% | -14.0% | -11.0% |
| 3M | -33.8% | +11.3% | -45.1% | -33.0% |
| 6M | -32.5% | +6.7% | -39.2% | -32.0% |
| YTD | -8.0% | +9.4% | -17.4% | -6.8% |
| 1Y | -17.1% | +3.7% | -20.8% | -16.6% |
| All | +43.8% | +9.5% | +34.3% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling