+48.8%
CAVA vs CGNX
+49.8%
-1.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +2.5% |
| 7D | -8.0% | +3.2% | -11.2% | -8.7% |
| 30D | -19.6% | +6.0% | -25.6% | -20.8% |
| 3M | -36.7% | +3.5% | -40.2% | -37.8% |
| 6M | -30.6% | +26.3% | -56.9% | -35.7% |
| YTD | -4.8% | +79.2% | -84.0% | -23.3% |
| 1Y | -13.1% | +43.8% | -56.9% | -24.3% |
| 3Y | +48.8% | +52.0% | -3.2% | +17.6% |
| All | +48.8% | +49.8% | -1.0% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 3y: compounded portfolio wealth divided by compounded CGNX 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…
3y analysis · Full analysis span regression · 6 months rolling