+48.8%
CAVA vs NWSA
+43.3%
+5.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | -8.0% | -2.8% | -5.2% | -6.5% |
| 30D | -19.6% | +3.0% | -22.6% | -21.0% |
| 3M | -36.7% | +12.3% | -49.0% | -41.5% |
| 6M | -30.6% | +21.9% | -52.4% | -39.8% |
| YTD | -4.8% | +13.6% | -18.4% | -14.0% |
| 1Y | -13.1% | +0.5% | -13.6% | -14.4% |
| 3Y | +48.8% | +43.8% | +5.0% | +6.6% |
| All | +48.8% | +43.3% | +5.5% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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