+37.4%
CAVA vs PCOR
-15.6%
+53.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.1% | +0.1% |
| 7D | -1.5% | -6.9% | +5.4% | +0.9% |
| 30D | -3.7% | -1.5% | -2.1% | -3.3% |
| 3M | -18.3% | +18.5% | -36.8% | -23.9% |
| 6M | -23.5% | -4.7% | -18.8% | -23.9% |
| YTD | +2.5% | -22.8% | +25.2% | +10.6% |
| 1Y | -8.0% | -20.7% | +12.8% | -3.1% |
| 3Y | +53.5% | -14.6% | +68.1% | +57.7% |
| All | +37.4% | -15.6% | +53.0% | +43.8% |
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