+48.8%
CAVA vs NSC
+73.4%
-24.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +4.0% |
| 7D | -8.0% | -2.8% | -5.2% | -6.5% |
| 30D | -19.6% | -4.5% | -15.0% | -17.3% |
| 3M | -36.7% | +3.5% | -40.2% | -38.1% |
| 6M | -30.6% | +8.5% | -39.1% | -34.2% |
| YTD | -4.8% | +12.3% | -17.1% | -12.2% |
| 1Y | -13.1% | +18.9% | -32.1% | -22.7% |
| 3Y | +48.8% | +74.1% | -25.4% | +0.5% |
| All | +48.8% | +73.4% | -24.6% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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