+31.0%
CAVA vs PR
+157.5%
-126.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.0% | -6.1% | -4.5% |
| 7D | -4.4% | +6.7% | -11.1% | -5.9% |
| 30D | +8.2% | -6.1% | +14.4% | +9.4% |
| 3M | -17.4% | +6.9% | -24.3% | -19.6% |
| 6M | -25.7% | +14.6% | -40.3% | -29.6% |
| YTD | -2.3% | +66.1% | -68.4% | -19.6% |
| 1Y | +17.6% | +77.0% | -59.4% | -5.7% |
| 3Y | +84.6% | +93.8% | -9.3% | +41.0% |
| All | +31.0% | +157.5% | -126.5% | -4.8% |
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