+27.6%
CAVA vs NLY
+64.7%
-37.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +3.9% | +3.8% |
| 7D | -8.0% | -4.0% | -4.0% | -5.3% |
| 30D | -19.6% | -5.2% | -14.3% | -16.4% |
| 3M | -36.7% | +2.8% | -39.5% | -38.1% |
| 6M | -30.6% | +4.2% | -34.8% | -32.8% |
| YTD | -4.8% | +4.7% | -9.5% | -8.2% |
| 1Y | -13.1% | +12.7% | -25.9% | -20.5% |
| 3Y | +48.8% | +62.5% | -13.8% | +10.3% |
| All | +27.6% | +64.7% | -37.1% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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