+27.6%
CAVA vs BOXX
+16.0%
+11.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.2% |
| 7D | -8.0% | +0.1% | -8.1% | -8.3% |
| 30D | -19.6% | +0.3% | -19.9% | -21.3% |
| 3M | -36.7% | +1.0% | -37.7% | -41.0% |
| 6M | -30.6% | +1.9% | -32.5% | -39.3% |
| YTD | -4.8% | +2.7% | -7.5% | -21.4% |
| 1Y | -13.1% | +4.0% | -17.2% | -34.2% |
| 3Y | +48.8% | +14.7% | +34.1% | +44.7% |
| All | +27.6% | +16.0% | +11.6% | +495.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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