-28.3%
CAVA vs BIYA
-99.8%
+71.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.5% | +2.7% | -4.3% | -1.5% |
| 30D | -3.7% | -18.7% | +15.1% | -3.6% |
| 3M | -18.3% | -72.0% | +53.7% | -18.4% |
| 6M | -23.5% | -86.4% | +62.9% | -22.7% |
| YTD | +2.5% | -94.2% | +96.6% | +3.7% |
| 1Y | -8.0% | -98.4% | +90.5% | -5.3% |
| All | -28.3% | -99.8% | +71.5% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling