+37.4%
CAVA vs DD
+60.1%
-22.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | -3.7% | -7.4% | +3.8% | -0.1% |
| 3M | -18.3% | -6.4% | -11.9% | -15.9% |
| 6M | -23.5% | -2.5% | -21.0% | -23.5% |
| YTD | +2.5% | +10.2% | -7.8% | -4.0% |
| 1Y | -8.0% | +36.9% | -44.9% | -22.8% |
| 3Y | +53.5% | +47.0% | +6.5% | +22.7% |
| All | +37.4% | +60.1% | -22.7% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling