-32.5%
CAVA vs COPX
+7.1%
-39.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.0% | +2.5% | -3.6% |
| 7D | -12.4% | -2.9% | -9.5% | -12.1% |
| 30D | -11.2% | 0.0% | -11.2% | -11.1% |
| 3M | -33.8% | +14.8% | -48.6% | -34.3% |
| 6M | -32.5% | +7.0% | -39.6% | -34.2% |
| All | -32.5% | +7.1% | -39.6% | -34.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling