+37.9%
CAVA vs PL
+310.1%
-272.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.1% |
| 7D | +0.1% | +5.6% | -5.5% | -0.8% |
| 30D | +12.6% | -16.9% | +29.5% | +14.7% |
| 3M | -1.9% | -38.2% | +36.3% | +3.5% |
| 6M | -23.9% | -63.4% | +39.5% | -15.7% |
| YTD | +2.9% | -27.6% | +30.5% | +0.8% |
| 1Y | +21.6% | +6.6% | +15.0% | +11.2% |
| 3Y | +94.4% | +557.6% | -463.2% | +11.5% |
| All | +37.9% | +310.1% | -272.1% | -5.2% |
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