+35.1%
CAVA vs COMP
+224.1%
-189.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.7% | -12.2% | -3.7% |
| 7D | +0.7% | +13.4% | -12.7% | -2.1% |
| 30D | +13.6% | +11.1% | +2.5% | +10.6% |
| 3M | -4.9% | -18.8% | +13.9% | -1.3% |
| 6M | -33.9% | +10.5% | -44.4% | -36.1% |
| YTD | +0.8% | -3.4% | +4.2% | -1.4% |
| 1Y | +27.0% | +19.7% | +7.3% | +18.8% |
| 3Y | +73.1% | +381.6% | -308.5% | +0.3% |
| All | +35.1% | +224.1% | -189.0% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling