+23.3%
CAVA vs PBF
+113.7%
-90.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.2% | -4.5% |
| 7D | -12.4% | +2.3% | -14.8% | -12.5% |
| 30D | -11.2% | +11.6% | -22.8% | -11.6% |
| 3M | -33.8% | +81.7% | -115.5% | -35.6% |
| 6M | -32.5% | +96.4% | -129.0% | -35.2% |
| YTD | -8.0% | +189.5% | -197.5% | -15.3% |
| 1Y | -17.1% | +180.7% | -197.9% | -24.1% |
| 3Y | +37.8% | +56.6% | -18.8% | +13.4% |
| All | +23.3% | +113.7% | -90.4% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling