+29.1%
CAVA vs BROS
+56.2%
-27.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.0% | -4.0% | -5.2% |
| 7D | -8.5% | -6.6% | -2.0% | -6.0% |
| 30D | -8.2% | -12.3% | +4.1% | -3.0% |
| 3M | -25.9% | -22.2% | -3.7% | -18.2% |
| 6M | -30.9% | -14.3% | -16.6% | -26.7% |
| YTD | -3.7% | -26.6% | +22.8% | +7.7% |
| 1Y | -13.4% | -31.5% | +18.1% | -1.3% |
| 3Y | +44.2% | +62.3% | -18.0% | +19.4% |
| All | +29.1% | +56.2% | -27.1% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling