Stock and ETF performance explorer

CAVA vs BB

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	BB	Excess	Alpha
1D	+3.5%	+1.7%	+1.8%	N/A
7D	-8.0%	-0.4%	-7.6%	N/A
All	-8.0%	0.0%	-8.0%	N/A

Daily percentage return beside BB.

Portfolio return minus BB return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.