+29.1%
CAVA vs CASY
+190.2%
-161.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -14.2% | +8.2% | -1.0% |
| 7D | -8.5% | -16.5% | +8.0% | -2.8% |
| 30D | -8.2% | -26.4% | +18.1% | +1.8% |
| 3M | -25.9% | -17.3% | -8.6% | -22.1% |
| 6M | -30.9% | -5.2% | -25.7% | -32.0% |
| YTD | -3.7% | +14.1% | -17.8% | -12.6% |
| 1Y | -13.4% | +16.6% | -30.0% | -22.5% |
| 3Y | +44.2% | +163.7% | -119.5% | -0.5% |
| All | +29.1% | +190.2% | -161.1% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling