+29.1%
CAVA vs NSC
+57.0%
-27.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.4% | -4.6% | -5.2% |
| 7D | -8.5% | -2.0% | -6.5% | -7.4% |
| 30D | -8.2% | -3.2% | -5.0% | -6.4% |
| 3M | -25.9% | +3.9% | -29.8% | -27.8% |
| 6M | -30.9% | +7.8% | -38.7% | -34.3% |
| YTD | -3.7% | +13.4% | -17.1% | -11.8% |
| 1Y | -13.4% | +20.3% | -33.7% | -23.7% |
| 3Y | +44.2% | +76.1% | -31.9% | -4.6% |
| All | +29.1% | +57.0% | -27.9% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling