+31.0%
CAVA vs BURL
+69.2%
-38.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.4% |
| 7D | -4.4% | +0.4% | -4.9% | -4.5% |
| 30D | +8.2% | -4.3% | +12.6% | +10.4% |
| 3M | -17.4% | -28.8% | +11.3% | -5.2% |
| 6M | -25.7% | -12.8% | -12.9% | -22.6% |
| YTD | -2.3% | -12.8% | +10.5% | +1.6% |
| 1Y | +17.6% | -12.3% | +29.9% | +21.1% |
| 3Y | +84.6% | +92.7% | -8.1% | +39.7% |
| All | +31.0% | +69.2% | -38.2% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling