+33.0%
CAVA vs PL
+296.8%
-263.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.2% | +1.6% |
| 7D | -1.6% | +10.0% | -11.6% | -2.7% |
| 30D | +12.9% | -2.3% | +15.1% | +12.7% |
| 3M | -19.3% | -44.2% | +24.9% | -13.8% |
| 6M | -19.5% | -66.1% | +46.6% | -9.8% |
| YTD | -0.8% | -30.0% | +29.2% | -2.4% |
| 1Y | +20.8% | +21.0% | -0.2% | +8.2% |
| 3Y | +85.7% | +516.5% | -430.8% | +8.3% |
| All | +33.0% | +296.8% | -263.8% | -8.2% |
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