-14.6%
CAVA vs IRE
-85.1%
+70.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +3.5% |
| 7D | -8.0% | -4.5% | -3.5% | -7.9% |
| 30D | -19.6% | -7.8% | -11.7% | -19.6% |
| 3M | -36.7% | -60.0% | +23.3% | -35.2% |
| 6M | -30.6% | -48.3% | +17.7% | -31.2% |
| YTD | -4.8% | -54.5% | +49.7% | -6.8% |
| All | -14.6% | -85.1% | +70.5% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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