-35.6%
CAVA vs BIYA
-99.8%
+64.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.4% |
| 7D | -12.4% | -1.3% | -11.1% | -12.4% |
| 30D | -11.2% | -15.9% | +4.7% | -11.2% |
| 3M | -33.8% | -81.2% | +47.4% | -33.9% |
| 6M | -32.5% | -88.2% | +55.7% | -31.8% |
| YTD | -8.0% | -94.1% | +86.1% | -6.8% |
| 1Y | -17.1% | -98.7% | +81.5% | -14.4% |
| All | -35.6% | -99.8% | +64.2% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 3y: compounded portfolio wealth divided by compounded BIYA 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…
3y analysis · Full analysis span regression · 6 months rolling