+19.9%
CAVA vs DGX
+45.0%
-25.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.7% | +2.0% |
| 7D | +14.2% | +4.1% | +10.2% | +13.3% |
| 30D | +14.6% | +10.5% | +4.1% | +12.5% |
| 3M | -2.3% | +9.8% | -12.1% | -4.2% |
| 6M | -30.5% | +34.6% | -65.1% | -33.7% |
| YTD | +5.6% | +49.8% | -44.2% | -3.1% |
| 1Y | +19.9% | +46.0% | -26.1% | +9.7% |
| All | +19.9% | +45.0% | -25.1% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling