+29.1%
CAVA vs DBX
+38.5%
-9.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.3% | -8.3% | -6.8% |
| 7D | -8.5% | +0.3% | -8.8% | -8.7% |
| 30D | -8.2% | 0.0% | -8.2% | -8.4% |
| 3M | -25.9% | +26.1% | -52.0% | -31.8% |
| 6M | -30.9% | +29.4% | -60.3% | -37.8% |
| YTD | -3.7% | +24.4% | -28.1% | -12.0% |
| 1Y | -13.4% | +10.9% | -24.3% | -17.0% |
| 3Y | +44.2% | +24.1% | +20.2% | +22.6% |
| All | +29.1% | +38.5% | -9.4% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling