+27.6%
CAVA vs DBX
+42.4%
-14.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.0% |
| 7D | -8.0% | +2.1% | -10.1% | -8.7% |
| 30D | -19.6% | +5.7% | -25.3% | -21.1% |
| 3M | -36.7% | +31.8% | -68.5% | -42.5% |
| 6M | -30.6% | +37.5% | -68.0% | -39.0% |
| YTD | -4.8% | +27.9% | -32.7% | -13.7% |
| 1Y | -13.1% | +15.0% | -28.2% | -17.7% |
| 3Y | +48.8% | +27.2% | +21.6% | +25.5% |
| All | +27.6% | +42.4% | -14.7% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 5y: compounded portfolio wealth divided by compounded DBX 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…
5y analysis · Full analysis span regression · 6 months rolling