+27.6%
CAVA vs BWA
+65.9%
-38.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.1% |
| 7D | -8.0% | -1.3% | -6.7% | -7.7% |
| 30D | -19.6% | -2.9% | -16.6% | -19.1% |
| 3M | -36.7% | -10.7% | -26.0% | -35.1% |
| 6M | -30.6% | +26.5% | -57.0% | -35.8% |
| YTD | -4.8% | +49.1% | -53.9% | -17.5% |
| 1Y | -13.1% | +52.1% | -65.2% | -25.4% |
| 3Y | +48.8% | +72.6% | -23.8% | +12.2% |
| All | +27.6% | +65.9% | -38.2% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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