+23.3%
CAVA vs CASY
+189.6%
-166.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | -12.4% | -17.2% | +4.8% | -6.6% |
| 30D | -11.2% | -24.4% | +13.2% | -2.4% |
| 3M | -33.8% | -31.4% | -2.4% | -24.8% |
| 6M | -32.5% | -8.9% | -23.6% | -32.4% |
| YTD | -8.0% | +13.8% | -21.8% | -16.4% |
| 1Y | -17.1% | +17.0% | -34.1% | -25.9% |
| 3Y | +37.8% | +163.1% | -125.3% | -4.8% |
| All | +23.3% | +189.6% | -166.2% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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