+42.4%
CAVA vs PCOR
+14.9%
+27.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.5% | +3.9% | +4.9% |
| 7D | +0.5% | +22.2% | -21.7% | -6.7% |
| 30D | +16.2% | +36.0% | -19.8% | +3.8% |
| 3M | -0.1% | +34.0% | -34.1% | -10.6% |
| 6M | -21.5% | +43.5% | -65.0% | -32.3% |
| YTD | +6.2% | +5.1% | +1.1% | +2.3% |
| 1Y | +28.2% | -3.9% | +32.1% | +28.4% |
| 3Y | +97.7% | +52.9% | +44.8% | +61.8% |
| All | +42.4% | +14.9% | +27.5% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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