-11.2%
CAVA vs Q
+79.8%
-91.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.9% |
| 7D | -8.0% | +4.9% | -13.0% | -9.1% |
| 30D | -19.6% | -11.0% | -8.6% | -17.4% |
| 3M | -36.7% | -15.2% | -21.5% | -34.9% |
| 6M | -30.6% | +8.8% | -39.4% | -36.4% |
| YTD | -4.8% | +55.1% | -59.9% | -25.0% |
| All | -11.2% | +79.8% | -91.0% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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