+31.0%
CAVA vs DECK
+0.7%
+30.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.3% | -2.5% |
| 7D | -4.4% | -3.7% | -0.8% | -3.0% |
| 30D | +8.2% | +0.6% | +7.6% | +8.3% |
| 3M | -17.4% | -7.3% | -10.1% | -15.0% |
| 6M | -25.7% | -10.9% | -14.8% | -22.7% |
| YTD | -2.3% | -18.5% | +16.2% | +3.2% |
| 1Y | +17.6% | +0.2% | +17.5% | +14.8% |
| 3Y | +84.6% | -19.8% | +104.4% | +84.2% |
| All | +31.0% | +0.7% | +30.3% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling