+37.9%
CAVA vs DOC
+22.1%
+15.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.7% |
| 7D | +0.1% | +4.3% | -4.2% | -1.5% |
| 30D | +12.6% | +9.2% | +3.4% | +8.7% |
| 3M | -1.9% | -0.8% | -1.1% | -1.6% |
| 6M | -23.9% | +7.1% | -31.0% | -25.9% |
| YTD | +2.9% | +34.0% | -31.1% | -8.9% |
| 1Y | +21.6% | +23.2% | -1.6% | +11.4% |
| 3Y | +94.4% | +53.6% | +40.8% | +58.0% |
| All | +37.9% | +22.1% | +15.9% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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