+38.8%
CAVA vs CASY
+248.8%
-210.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -9.2% | +0.1% | -9.3% | -9.3% |
| 30D | -8.2% | -11.3% | +3.2% | -4.3% |
| 3M | -15.3% | -0.6% | -14.7% | -16.4% |
| 6M | -23.6% | +10.7% | -34.3% | -28.4% |
| YTD | +3.5% | +37.1% | -33.6% | -11.7% |
| 1Y | -7.9% | +52.3% | -60.2% | -25.5% |
| 3Y | +38.7% | +215.2% | -176.5% | -9.6% |
| All | +38.8% | +248.8% | -210.0% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling