+38.8%
CAVA vs PENG
+95.8%
-57.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.4% | -7.9% | -2.2% |
| 7D | -9.2% | +4.5% | -13.8% | -9.7% |
| 30D | -8.2% | -7.1% | -1.1% | -7.6% |
| 3M | -15.3% | -27.3% | +11.9% | -14.0% |
| 6M | -23.6% | +169.6% | -193.2% | -38.4% |
| YTD | +3.5% | +164.6% | -161.1% | -16.6% |
| 1Y | -7.9% | +109.5% | -117.4% | -23.5% |
| 3Y | +38.7% | +98.9% | -60.3% | +9.6% |
| All | +38.8% | +95.8% | -57.1% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling