+29.1%
CAVA vs PL
+394.8%
-365.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.3% | -2.7% | -5.6% |
| 7D | -8.5% | -13.9% | +5.3% | -6.8% |
| 30D | -8.2% | -25.5% | +17.2% | -4.8% |
| 3M | -25.9% | -44.8% | +18.8% | -20.8% |
| 6M | -30.9% | -33.3% | +2.4% | -30.3% |
| YTD | -3.7% | -12.7% | +9.0% | -7.3% |
| 1Y | -13.4% | +90.9% | -104.3% | -27.4% |
| 3Y | +44.2% | +528.5% | -484.2% | -12.0% |
| All | +29.1% | +394.8% | -365.8% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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