+37.4%
CAVA vs PBF
+112.9%
-75.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | -1.1% |
| 7D | -1.5% | +2.4% | -3.9% | -1.6% |
| 30D | -3.7% | +24.9% | -28.5% | -4.5% |
| 3M | -18.3% | +81.9% | -100.2% | -20.5% |
| 6M | -23.5% | +79.4% | -102.8% | -26.0% |
| YTD | +2.5% | +188.3% | -185.8% | -5.7% |
| 1Y | -8.0% | +177.3% | -185.2% | -15.6% |
| 3Y | +53.5% | +56.0% | -2.5% | +26.3% |
| All | +37.4% | +112.9% | -75.5% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling