+48.8%
CAVA vs QID
-73.7%
+122.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +2.4% |
| 7D | -8.0% | +1.3% | -9.3% | -7.2% |
| 30D | -19.6% | +2.9% | -22.5% | -17.8% |
| 3M | -36.7% | -0.7% | -36.0% | -36.2% |
| 6M | -30.6% | -29.7% | -0.9% | -44.1% |
| YTD | -4.8% | -27.9% | +23.1% | -21.0% |
| 1Y | -13.1% | -34.6% | +21.4% | -31.5% |
| 3Y | +48.8% | -73.5% | +122.3% | -22.9% |
| All | +48.8% | -73.7% | +122.5% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 3y: compounded portfolio wealth divided by compounded QID 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…
3y analysis · Full analysis span regression · 6 months rolling