+27.6%
CAVA vs BAH
-23.5%
+51.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | -8.0% | +4.3% | -12.3% | -8.9% |
| 30D | -19.6% | -2.5% | -17.1% | -19.2% |
| 3M | -36.7% | -0.9% | -35.7% | -36.6% |
| 6M | -30.6% | +1.5% | -32.0% | -31.4% |
| YTD | -4.8% | -8.0% | +3.2% | -3.5% |
| 1Y | -13.1% | -24.7% | +11.6% | -7.8% |
| 3Y | +48.8% | -28.4% | +77.2% | +46.1% |
| All | +27.6% | -23.5% | +51.1% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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