+29.1%
CAVA vs BLDR
-49.1%
+78.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.9% | -4.1% | -5.3% |
| 7D | -8.5% | -2.7% | -5.9% | -7.6% |
| 30D | -8.2% | -14.7% | +6.5% | -2.8% |
| 3M | -25.9% | -20.8% | -5.1% | -19.9% |
| 6M | -30.9% | -35.3% | +4.4% | -19.7% |
| YTD | -3.7% | -40.3% | +36.6% | +14.0% |
| 1Y | -13.4% | -56.3% | +42.9% | +15.9% |
| 3Y | +44.2% | -56.1% | +100.3% | +74.4% |
| All | +29.1% | -49.1% | +78.1% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling