+37.4%
CAVA vs BBWI
-47.3%
+84.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.1% |
| 7D | -1.5% | +1.6% | -3.1% | -2.0% |
| 30D | -3.7% | -6.2% | +2.6% | -2.3% |
| 3M | -18.3% | +4.3% | -22.7% | -20.0% |
| 6M | -23.5% | -7.2% | -16.3% | -23.3% |
| YTD | +2.5% | -3.0% | +5.5% | +0.4% |
| 1Y | -8.0% | -30.8% | +22.8% | +0.1% |
| 3Y | +53.5% | -43.4% | +96.9% | +72.3% |
| All | +37.4% | -47.3% | +84.6% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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