+27.6%
CAVA vs BTDR
+60.5%
-32.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +3.2% |
| 7D | -8.0% | -3.4% | -4.6% | -7.8% |
| 30D | -19.6% | +32.6% | -52.2% | -21.4% |
| 3M | -36.7% | -32.2% | -4.4% | -35.5% |
| 6M | -30.6% | +52.4% | -82.9% | -34.1% |
| YTD | -4.8% | +6.7% | -11.5% | -7.6% |
| 1Y | -13.1% | -15.2% | +2.1% | -15.7% |
| 3Y | +48.8% | +14.9% | +33.9% | +34.8% |
| All | +27.6% | +60.5% | -32.9% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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