+37.9%
CAVA vs DECK
+6.9%
+31.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | +0.1% | +6.8% | -6.6% | -2.2% |
| 30D | +12.6% | +8.3% | +4.3% | +9.5% |
| 3M | -1.9% | -7.9% | +5.9% | +0.9% |
| 6M | -23.9% | -10.6% | -13.4% | -21.1% |
| YTD | +2.9% | -13.4% | +16.3% | +6.3% |
| 1Y | +21.6% | +12.5% | +9.1% | +13.6% |
| 3Y | +94.4% | -14.9% | +109.2% | +89.6% |
| All | +37.9% | +6.9% | +31.0% | +27.9% |
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