+27.6%
CAVA vs COPX
+143.5%
-115.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | -8.0% | -2.3% | -5.7% | -7.3% |
| 30D | -19.6% | +0.3% | -19.8% | -19.7% |
| 3M | -36.7% | +6.8% | -43.5% | -38.6% |
| 6M | -30.6% | +7.9% | -38.5% | -34.5% |
| YTD | -4.8% | +23.7% | -28.5% | -16.2% |
| 1Y | -13.1% | +71.5% | -84.7% | -34.9% |
| 3Y | +48.8% | +149.1% | -100.3% | -16.9% |
| All | +27.6% | +143.5% | -115.8% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling