-17.5%
CAVA vs IRE
-85.3%
+67.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.8% | +3.4% | -4.2% |
| 7D | -12.4% | +7.9% | -20.4% | -12.7% |
| 30D | -11.2% | +9.3% | -20.5% | -11.6% |
| 3M | -33.8% | -52.3% | +18.5% | -32.7% |
| 6M | -32.5% | -38.5% | +6.0% | -33.5% |
| YTD | -8.0% | -54.8% | +46.8% | -9.9% |
| All | -17.5% | -85.3% | +67.7% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling