+29.1%
CAVA vs COMP
+239.0%
-210.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.4% | -5.9% |
| 7D | -8.5% | +0.8% | -9.4% | -8.7% |
| 30D | -8.2% | -13.9% | +5.6% | -5.4% |
| 3M | -25.9% | +30.7% | -56.6% | -30.3% |
| 6M | -30.9% | +18.7% | -49.6% | -34.6% |
| YTD | -3.7% | +1.0% | -4.8% | -6.2% |
| 1Y | -13.4% | +15.1% | -28.5% | -18.5% |
| 3Y | +44.2% | +219.8% | -175.5% | 0.0% |
| All | +29.1% | +239.0% | -210.0% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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