+38.8%
CAVA vs BURL
+78.2%
-39.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -2.6% |
| 7D | -9.2% | -2.8% | -6.4% | -8.3% |
| 30D | -8.2% | -28.2% | +20.0% | +5.0% |
| 3M | -15.3% | -17.6% | +2.3% | -9.1% |
| 6M | -23.6% | -11.8% | -11.8% | -20.9% |
| YTD | +3.5% | -8.1% | +11.7% | +5.4% |
| 1Y | -7.9% | -12.0% | +4.1% | -5.3% |
| 3Y | +38.7% | +63.3% | -24.6% | +14.7% |
| All | +38.8% | +78.2% | -39.5% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling