+23.3%
CAVA vs COO
-40.4%
+63.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -14.7% | +10.2% | +1.4% |
| 7D | -12.4% | -23.3% | +10.9% | -3.0% |
| 30D | -11.2% | -29.5% | +18.3% | +1.7% |
| 3M | -33.8% | -20.0% | -13.8% | -27.9% |
| 6M | -32.5% | -27.2% | -5.3% | -24.0% |
| YTD | -8.0% | -33.9% | +25.9% | +7.5% |
| 1Y | -17.1% | -19.9% | +2.8% | -10.0% |
| 3Y | +37.8% | -38.1% | +75.9% | +50.1% |
| All | +23.3% | -40.4% | +63.8% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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