+33.0%
CAVA vs REPL
-11.0%
+44.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | -1.6% | +1.2% | -2.8% | -1.6% |
| 30D | +12.9% | +92.2% | -79.3% | +12.6% |
| 3M | -19.3% | +44.1% | -63.4% | -19.5% |
| 6M | -19.5% | +313.0% | -332.5% | -20.0% |
| YTD | -0.8% | +125.2% | -126.0% | -1.3% |
| 1Y | +20.8% | +143.8% | -123.0% | +19.9% |
| 3Y | +85.7% | +104.2% | -18.5% | +78.8% |
| All | +33.0% | -11.0% | +44.0% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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