+38.8%
CAVA vs D
+45.4%
-6.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.4% |
| 7D | -9.2% | +1.5% | -10.7% | -9.4% |
| 30D | -8.2% | -2.6% | -5.6% | -7.8% |
| 3M | -15.3% | 0.0% | -15.3% | -15.3% |
| 6M | -23.6% | +7.4% | -30.9% | -24.3% |
| YTD | +3.5% | +15.9% | -12.3% | +1.5% |
| 1Y | -7.9% | +18.1% | -26.0% | -10.2% |
| 3Y | +38.7% | +58.4% | -19.7% | +25.7% |
| All | +38.8% | +45.4% | -6.6% | +28.5% |
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