+23.3%
CAVA vs P
+154.9%
-131.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.4% | -3.6% |
| 7D | -12.4% | -4.1% | -8.3% | -11.4% |
| 30D | -11.2% | -14.0% | +2.8% | -7.9% |
| 3M | -33.8% | +41.4% | -75.2% | -41.6% |
| 6M | -32.5% | +54.2% | -86.7% | -43.7% |
| YTD | -8.0% | +40.4% | -48.4% | -21.2% |
| 1Y | -17.1% | +16.0% | -33.1% | -27.3% |
| 3Y | +37.8% | +140.7% | -102.8% | -11.5% |
| All | +23.3% | +154.9% | -131.5% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling