+23.3%
CAVA vs NWSA
+56.8%
-33.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.7% | -4.0% |
| 7D | -12.4% | -4.8% | -7.7% | -9.8% |
| 30D | -11.2% | +3.0% | -14.2% | -12.7% |
| 3M | -33.8% | +9.3% | -43.1% | -37.9% |
| 6M | -32.5% | +23.2% | -55.7% | -42.1% |
| YTD | -8.0% | +13.3% | -21.3% | -17.0% |
| 1Y | -17.1% | +2.9% | -20.0% | -20.2% |
| 3Y | +37.8% | +43.3% | -5.5% | -1.3% |
| All | +23.3% | +56.8% | -33.5% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling