+27.6%
CAVA vs PBF
+117.1%
-89.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +3.4% |
| 7D | -8.0% | +5.3% | -13.4% | -8.2% |
| 30D | -19.6% | +11.7% | -31.3% | -19.9% |
| 3M | -36.7% | +91.1% | -127.8% | -38.5% |
| 6M | -30.6% | +88.4% | -119.0% | -33.0% |
| YTD | -4.8% | +194.1% | -198.8% | -12.4% |
| 1Y | -13.1% | +180.4% | -193.5% | -20.3% |
| 3Y | +48.8% | +59.3% | -10.5% | +22.4% |
| All | +27.6% | +117.1% | -89.5% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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