+19.9%
CAVA vs COPX
+31.7%
-11.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.2% | +1.9% |
| 7D | +14.2% | -3.0% | +17.2% | +14.9% |
| 30D | +14.6% | -13.6% | +28.2% | +18.0% |
| 3M | -2.3% | -11.2% | +8.9% | +0.2% |
| 6M | -30.5% | -2.4% | -28.1% | -32.4% |
| YTD | +5.6% | +4.2% | +1.4% | -0.7% |
| 1Y | +19.9% | +32.2% | -12.3% | -1.1% |
| All | +19.9% | +31.7% | -11.8% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling