+27.6%
CAVA vs GDDY
+32.6%
-5.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.1% |
| 7D | -8.0% | -3.2% | -4.8% | -7.4% |
| 30D | -19.6% | +6.8% | -26.4% | -21.2% |
| 3M | -36.7% | +30.5% | -67.1% | -41.8% |
| 6M | -30.6% | +13.3% | -43.9% | -34.2% |
| YTD | -4.8% | -21.0% | +16.2% | +6.4% |
| 1Y | -13.1% | -34.0% | +20.9% | +7.8% |
| 3Y | +48.8% | +33.1% | +15.7% | +25.9% |
| All | +27.6% | +32.6% | -5.0% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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