+31.0%
CAVA vs COMP
+218.7%
-187.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.6% |
| 7D | -4.4% | +8.9% | -13.3% | -6.3% |
| 30D | +8.2% | +14.0% | -5.7% | +4.9% |
| 3M | -17.4% | -21.1% | +3.7% | -13.8% |
| 6M | -25.7% | +20.1% | -45.8% | -29.4% |
| YTD | -2.3% | -5.0% | +2.7% | -4.0% |
| 1Y | +17.6% | +5.7% | +12.0% | +13.0% |
| 3Y | +84.6% | +412.2% | -327.7% | +4.2% |
| All | +31.0% | +218.7% | -187.7% | -8.6% |
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