+97.7%
CAVA vs PENG
+191.6%
-93.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +9.3% | -3.8% | +4.4% |
| 7D | +0.5% | -3.8% | +4.3% | +0.3% |
| 30D | +16.2% | -40.1% | +56.3% | +21.9% |
| 3M | -0.1% | -21.8% | +21.7% | +0.5% |
| 6M | -21.5% | +3.3% | -24.8% | -28.3% |
| YTD | +6.2% | +133.6% | -127.4% | -21.2% |
| 1Y | +28.2% | +110.7% | -82.5% | -2.9% |
| 3Y | +97.7% | +204.3% | -106.5% | +37.9% |
| All | +97.7% | +191.6% | -93.9% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling