+85.7%
CAVA vs BURL
+87.4%
-1.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +3.0% |
| 7D | -1.6% | -1.6% | 0.0% | -0.9% |
| 30D | +12.9% | -7.7% | +20.6% | +16.7% |
| 3M | -19.3% | -31.7% | +12.3% | -6.1% |
| 6M | -19.5% | -15.2% | -4.3% | -15.4% |
| YTD | -0.8% | -15.9% | +15.1% | +4.6% |
| 1Y | +20.8% | -14.2% | +35.0% | +25.4% |
| 3Y | +85.7% | +93.5% | -7.8% | +69.5% |
| All | +85.7% | +87.4% | -1.8% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling