+37.4%
CAVA vs BWA
+64.9%
-27.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | -1.5% | +4.3% | -5.8% | -2.5% |
| 30D | -3.7% | -2.9% | -0.8% | -3.1% |
| 3M | -18.3% | -12.4% | -5.9% | -16.0% |
| 6M | -23.5% | +28.6% | -52.0% | -29.5% |
| YTD | +2.5% | +48.2% | -45.8% | -11.1% |
| 1Y | -8.0% | +50.9% | -58.9% | -20.8% |
| 3Y | +53.5% | +72.2% | -18.7% | +15.8% |
| All | +37.4% | +64.9% | -27.5% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling