+27.6%
CAVA vs BROS
+52.5%
-24.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.0% |
| 7D | -8.0% | -5.8% | -2.3% | -5.7% |
| 30D | -19.6% | -14.0% | -5.6% | -14.4% |
| 3M | -36.7% | -32.5% | -4.2% | -26.1% |
| 6M | -30.6% | -14.9% | -15.7% | -26.1% |
| YTD | -4.8% | -28.3% | +23.5% | +7.6% |
| 1Y | -13.1% | -34.0% | +20.9% | +0.5% |
| 3Y | +48.8% | +63.0% | -14.2% | +23.7% |
| All | +27.6% | +52.5% | -24.9% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling