+27.6%
CAVA vs D
+42.1%
-14.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.5% | +3.6% |
| 7D | -8.0% | -2.2% | -5.8% | -7.7% |
| 30D | -19.6% | -4.5% | -15.1% | -19.0% |
| 3M | -36.7% | -2.5% | -34.2% | -36.4% |
| 6M | -30.6% | +5.5% | -36.1% | -31.1% |
| YTD | -4.8% | +13.3% | -18.1% | -6.4% |
| 1Y | -13.1% | +11.8% | -25.0% | -14.6% |
| 3Y | +48.8% | +56.7% | -7.9% | +34.3% |
| All | +27.6% | +42.1% | -14.5% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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