+27.6%
CAVA vs DD
+54.8%
-27.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.7% | +3.6% |
| 7D | -8.0% | -3.5% | -4.5% | -6.5% |
| 30D | -19.6% | -11.7% | -7.9% | -14.8% |
| 3M | -36.7% | -9.2% | -27.4% | -33.8% |
| 6M | -30.6% | -7.2% | -23.4% | -28.9% |
| YTD | -4.8% | +6.6% | -11.4% | -9.4% |
| 1Y | -13.1% | +32.0% | -45.1% | -25.8% |
| 3Y | +48.8% | +42.1% | +6.6% | +20.9% |
| All | +27.6% | +54.8% | -27.2% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling