+43.8%
CAVA vs DD
+41.5%
+2.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -4.0% | -4.2% |
| 7D | -12.4% | -2.9% | -9.5% | -11.3% |
| 30D | -11.2% | -11.5% | +0.3% | -6.3% |
| 3M | -33.8% | -5.4% | -28.4% | -32.1% |
| 6M | -32.5% | -6.9% | -25.6% | -31.0% |
| YTD | -8.0% | +6.9% | -14.9% | -12.2% |
| 1Y | -17.1% | +35.6% | -52.8% | -29.3% |
| All | +43.8% | +41.5% | +2.3% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling