+43.8%
CAVA vs BROS
+57.4%
-13.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.1% | -3.0% |
| 7D | -12.4% | -6.1% | -6.4% | -10.0% |
| 30D | -11.2% | -12.4% | +1.2% | -5.9% |
| 3M | -33.8% | -27.9% | -5.9% | -24.4% |
| 6M | -32.5% | -16.8% | -15.7% | -27.4% |
| YTD | -8.0% | -29.0% | +21.1% | +4.8% |
| 1Y | -17.1% | -33.2% | +16.1% | -4.1% |
| All | +43.8% | +57.4% | -13.6% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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