+23.3%
CAVA vs QS
-29.7%
+53.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.7% | -4.3% |
| 7D | -12.4% | -5.0% | -7.5% | -11.7% |
| 30D | -11.2% | -18.3% | +7.1% | -8.5% |
| 3M | -33.8% | -26.0% | -7.8% | -31.3% |
| 6M | -32.5% | -24.0% | -8.5% | -31.0% |
| YTD | -8.0% | -50.3% | +42.3% | -0.1% |
| 1Y | -17.1% | -38.0% | +20.8% | -15.4% |
| 3Y | +37.8% | -24.6% | +62.4% | +18.6% |
| All | +23.3% | -29.7% | +53.1% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling