+48.8%
CAVA vs OSCR
+401.8%
-353.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.4% |
| 7D | -8.0% | +1.6% | -9.6% | -8.3% |
| 30D | -19.6% | +10.7% | -30.2% | -20.7% |
| 3M | -36.7% | +13.4% | -50.0% | -38.0% |
| 6M | -30.6% | +144.6% | -175.1% | -39.6% |
| YTD | -4.8% | +128.0% | -132.8% | -16.5% |
| 1Y | -13.1% | +68.7% | -81.8% | -21.6% |
| 3Y | +48.8% | +398.8% | -350.0% | 0.0% |
| All | +48.8% | +401.8% | -353.1% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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