+37.4%
CAVA vs AWK
+3.5%
+33.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -1.5% | +2.2% | -3.7% | -1.4% |
| 30D | -3.7% | +4.4% | -8.1% | -3.3% |
| 3M | -18.3% | +15.4% | -33.7% | -17.1% |
| 6M | -23.5% | +3.5% | -27.0% | -23.1% |
| YTD | +2.5% | +9.8% | -7.3% | +3.8% |
| 1Y | -8.0% | +3.0% | -11.0% | -7.5% |
| 3Y | +53.5% | +9.7% | +43.8% | +47.9% |
| All | +37.4% | +3.5% | +33.9% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling