+19.9%
CAVA vs BRO
-3.6%
+23.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.5% | -1.7% | +1.2% |
| 7D | +14.2% | +12.4% | +1.8% | +9.8% |
| 30D | +14.6% | +21.6% | -7.0% | +7.1% |
| 3M | -2.3% | +4.3% | -6.6% | -4.1% |
| 6M | -30.5% | +29.2% | -59.7% | -37.1% |
| YTD | +5.6% | -6.4% | +12.0% | +7.3% |
| 1Y | +19.9% | -5.3% | +25.2% | +20.7% |
| All | +19.9% | -3.6% | +23.5% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling