+37.4%
CAVA vs BB
+53.7%
-16.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.4% |
| 7D | -1.5% | +0.5% | -2.0% | -1.6% |
| 30D | -3.7% | -12.4% | +8.7% | -1.7% |
| 3M | -18.3% | -15.3% | -3.0% | -17.2% |
| 6M | -23.5% | +128.8% | -152.3% | -37.9% |
| YTD | +2.5% | +107.7% | -105.2% | -15.2% |
| 1Y | -8.0% | +103.9% | -111.8% | -24.0% |
| 3Y | +53.5% | +72.6% | -19.1% | +25.7% |
| All | +37.4% | +53.7% | -16.3% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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