+29.1%
CAVA vs GME
-21.7%
+50.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.3% | -11.3% | -6.2% |
| 7D | -8.5% | +4.8% | -13.4% | -8.7% |
| 30D | -8.2% | +5.9% | -14.1% | -8.5% |
| 3M | -25.9% | -10.7% | -15.2% | -25.6% |
| 6M | -30.9% | -19.8% | -11.1% | -30.4% |
| YTD | -3.7% | -0.9% | -2.8% | -3.7% |
| 1Y | -13.4% | -15.7% | +2.3% | -13.0% |
| 3Y | +44.2% | +12.3% | +31.9% | +35.7% |
| All | +29.1% | -21.7% | +50.8% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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