+23.3%
CAVA vs BLDR
-51.1%
+74.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.9% | -0.5% | -2.9% |
| 7D | -12.4% | -8.1% | -4.3% | -9.6% |
| 30D | -11.2% | -21.5% | +10.3% | -2.8% |
| 3M | -33.8% | -21.0% | -12.8% | -28.3% |
| 6M | -32.5% | -37.1% | +4.5% | -20.8% |
| YTD | -8.0% | -42.7% | +34.7% | +10.7% |
| 1Y | -17.1% | -58.0% | +40.8% | +12.6% |
| 3Y | +37.8% | -57.8% | +95.7% | +69.3% |
| All | +23.3% | -51.1% | +74.4% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling