+31.0%
CAVA vs D
+49.1%
-18.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.0% |
| 7D | -4.4% | -3.1% | -1.4% | -4.0% |
| 30D | +8.2% | +8.4% | -0.1% | +7.0% |
| 3M | -17.4% | +0.2% | -17.7% | -17.5% |
| 6M | -25.7% | +9.5% | -35.2% | -26.6% |
| YTD | -2.3% | +18.8% | -21.1% | -4.5% |
| 1Y | +17.6% | +14.7% | +2.9% | +15.3% |
| 3Y | +84.6% | +72.9% | +11.6% | +68.0% |
| All | +31.0% | +49.1% | -18.1% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling