+42.4%
CAVA vs COMP
+242.5%
-200.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.7% | -0.3% | +4.2% |
| 7D | +0.5% | +14.5% | -14.1% | -2.6% |
| 30D | +16.2% | +14.9% | +1.3% | +12.4% |
| 3M | -0.1% | -14.2% | +14.1% | +2.5% |
| 6M | -21.5% | +23.7% | -45.2% | -25.9% |
| YTD | +6.2% | +2.1% | +4.2% | +2.8% |
| 1Y | +28.2% | +26.2% | +2.0% | +18.7% |
| 3Y | +97.7% | +470.9% | -373.2% | +8.3% |
| All | +42.4% | +242.5% | -200.1% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling