+37.4%
CAVA vs PR
+165.7%
-128.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.3% | -1.3% |
| 7D | -1.5% | -0.6% | -1.0% | -1.4% |
| 30D | -3.7% | +17.4% | -21.0% | -7.8% |
| 3M | -18.3% | +21.8% | -40.1% | -23.1% |
| 6M | -23.5% | +27.6% | -51.1% | -30.0% |
| YTD | +2.5% | +71.4% | -69.0% | -15.7% |
| 1Y | -8.0% | +78.3% | -86.3% | -25.8% |
| 3Y | +53.5% | +85.5% | -32.0% | +20.1% |
| All | +37.4% | +165.7% | -128.4% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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