+27.6%
CAVA vs DTE
+30.3%
-2.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.7% |
| 7D | -8.0% | -2.6% | -5.5% | -7.7% |
| 30D | -19.6% | -4.4% | -15.2% | -19.1% |
| 3M | -36.7% | -8.3% | -28.3% | -35.9% |
| 6M | -30.6% | -8.1% | -22.5% | -29.7% |
| YTD | -4.8% | +4.4% | -9.2% | -5.1% |
| 1Y | -13.1% | +0.2% | -13.3% | -13.1% |
| 3Y | +48.8% | +42.6% | +6.2% | +35.2% |
| All | +27.6% | +30.3% | -2.7% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling