+35.1%
CAVA vs DECK
+3.3%
+31.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.0% |
| 7D | +0.7% | +5.8% | -5.1% | -1.3% |
| 30D | +13.6% | +7.9% | +5.7% | +10.7% |
| 3M | -4.9% | -11.4% | +6.5% | -0.9% |
| 6M | -33.9% | -16.6% | -17.4% | -29.8% |
| YTD | +0.8% | -16.4% | +17.1% | +5.4% |
| 1Y | +27.0% | +8.6% | +18.3% | +20.1% |
| 3Y | +73.1% | -15.1% | +88.2% | +69.0% |
| All | +35.1% | +3.3% | +31.8% | +26.8% |
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