+27.6%
CAVA vs DGX
+83.2%
-55.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.2% |
| 7D | -8.0% | -0.9% | -7.1% | -7.9% |
| 30D | -19.6% | -1.2% | -18.4% | -19.4% |
| 3M | -36.7% | +15.8% | -52.5% | -38.0% |
| 6M | -30.6% | +18.2% | -48.8% | -32.3% |
| YTD | -4.8% | +37.2% | -42.0% | -9.3% |
| 1Y | -13.1% | +30.4% | -43.5% | -16.8% |
| 3Y | +48.8% | +96.7% | -47.9% | +28.6% |
| All | +27.6% | +83.2% | -55.5% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling