+29.1%
CAVA vs PENG
+93.2%
-64.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.6% | -6.0% |
| 7D | -8.5% | +7.3% | -15.8% | -9.3% |
| 30D | -8.2% | -7.5% | -0.8% | -7.5% |
| 3M | -25.9% | -17.2% | -8.7% | -25.9% |
| 6M | -30.9% | +176.7% | -207.7% | -44.6% |
| YTD | -3.7% | +161.0% | -164.8% | -22.3% |
| 1Y | -13.4% | +108.8% | -122.3% | -28.1% |
| 3Y | +44.2% | +109.8% | -65.5% | +12.1% |
| All | +29.1% | +93.2% | -64.1% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling