+23.3%
CAVA vs DLTR
-14.1%
+37.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.7% | -4.5% |
| 7D | -12.4% | -9.4% | -3.0% | -10.4% |
| 30D | -11.2% | -7.3% | -3.9% | -9.7% |
| 3M | -33.8% | +7.6% | -41.4% | -35.1% |
| 6M | -32.5% | +1.6% | -34.1% | -33.3% |
| YTD | -8.0% | -3.5% | -4.5% | -8.0% |
| 1Y | -17.1% | +20.0% | -37.2% | -21.7% |
| 3Y | +37.8% | +2.3% | +35.5% | +36.2% |
| All | +23.3% | -14.1% | +37.5% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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