+37.9%
CAVA vs PR
+145.6%
-107.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.1% | -3.4% |
| 7D | +0.1% | -9.5% | +9.6% | +2.3% |
| 30D | +12.6% | -5.7% | +18.3% | +13.5% |
| 3M | -1.9% | +3.0% | -4.9% | -3.7% |
| 6M | -23.9% | +11.8% | -35.8% | -27.7% |
| YTD | +2.9% | +58.5% | -55.6% | -14.4% |
| 1Y | +21.6% | +69.9% | -48.3% | -1.7% |
| 3Y | +94.4% | +84.9% | +9.5% | +50.1% |
| All | +37.9% | +145.6% | -107.7% | +1.3% |
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