+36.6%
CAVA vs BURL
+72.2%
-35.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -3.5% | -0.8% | -2.7% | -3.1% |
| 30D | +13.8% | -4.4% | +18.2% | +16.0% |
| 3M | -1.7% | -28.6% | +26.9% | +12.6% |
| 6M | -25.2% | -12.3% | -12.9% | -22.4% |
| YTD | +1.9% | -11.3% | +13.2% | +5.1% |
| 1Y | +21.4% | -10.4% | +31.9% | +23.8% |
| 3Y | +92.5% | +96.1% | -3.6% | +44.5% |
| All | +36.6% | +72.2% | -35.6% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling