+23.3%
CAVA vs BG
+43.3%
-20.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.4% |
| 7D | -12.4% | +3.7% | -16.2% | -12.4% |
| 30D | -11.2% | +12.3% | -23.5% | -11.3% |
| 3M | -33.8% | -2.2% | -31.6% | -33.4% |
| 6M | -32.5% | +5.3% | -37.8% | -32.6% |
| YTD | -8.0% | +42.4% | -50.4% | -10.4% |
| 1Y | -17.1% | +55.2% | -72.3% | -19.7% |
| 3Y | +37.8% | +21.0% | +16.9% | +21.0% |
| All | +23.3% | +43.3% | -20.0% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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