+48.8%
CAVA vs BLDR
-57.1%
+105.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +2.6% |
| 7D | -8.0% | -8.2% | +0.2% | -5.1% |
| 30D | -19.6% | -16.6% | -2.9% | -14.0% |
| 3M | -36.7% | -23.2% | -13.5% | -30.9% |
| 6M | -30.6% | -33.7% | +3.2% | -20.6% |
| YTD | -4.8% | -41.3% | +36.5% | +12.6% |
| 1Y | -13.1% | -58.8% | +45.7% | +17.2% |
| 3Y | +48.8% | -57.5% | +106.2% | +84.9% |
| All | +48.8% | -57.1% | +105.9% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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