-7.9%
CAVA vs PENG
+118.5%
-126.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.4% | -7.9% | -1.7% |
| 7D | -9.2% | +4.5% | -13.8% | -9.4% |
| 30D | -8.2% | -7.1% | -1.1% | -7.9% |
| 3M | -15.3% | -27.3% | +11.9% | -14.9% |
| 6M | -23.6% | +169.6% | -193.2% | -38.2% |
| YTD | +3.5% | +164.6% | -161.1% | -16.7% |
| 1Y | -7.9% | +109.5% | -117.4% | -27.9% |
| All | -7.9% | +118.5% | -126.4% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling