+19.9%
CAVA vs PENG
+120.5%
-100.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -9.1% | +11.9% | +2.8% |
| 7D | +14.2% | -20.5% | +34.7% | +14.5% |
| 30D | +14.6% | -20.4% | +34.9% | +14.6% |
| 3M | -2.3% | -16.4% | +14.1% | -2.7% |
| 6M | -30.5% | +49.2% | -79.7% | -37.9% |
| YTD | +5.6% | +147.2% | -141.6% | -18.0% |
| 1Y | +19.9% | +124.7% | -104.8% | -4.8% |
| All | +19.9% | +120.5% | -100.6% | -4.8% |
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