+27.6%
CAVA vs QS
-28.4%
+56.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.2% |
| 7D | -8.0% | -3.6% | -4.4% | -7.5% |
| 30D | -19.6% | -17.2% | -2.3% | -17.3% |
| 3M | -36.7% | -27.0% | -9.7% | -34.1% |
| 6M | -30.6% | -24.6% | -6.0% | -28.9% |
| YTD | -4.8% | -49.3% | +44.5% | +3.1% |
| 1Y | -13.1% | -40.3% | +27.2% | -10.7% |
| 3Y | +48.8% | -23.8% | +72.6% | +28.0% |
| All | +27.6% | -28.4% | +56.0% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 5y: compounded portfolio wealth divided by compounded QS 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…
5y analysis · Full analysis span regression · 6 months rolling