+23.3%
CAVA vs REPL
-46.2%
+69.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.4% | +3.9% | -4.4% |
| 7D | -12.4% | -13.4% | +1.0% | -12.4% |
| 30D | -11.2% | -3.0% | -8.2% | -11.2% |
| 3M | -33.8% | +56.3% | -90.1% | -33.8% |
| 6M | -32.5% | +60.9% | -93.4% | -32.9% |
| YTD | -8.0% | +36.2% | -44.2% | -8.3% |
| 1Y | -17.1% | +121.0% | -138.2% | -18.9% |
| 3Y | +37.8% | -32.8% | +70.7% | +34.9% |
| All | +23.3% | -46.2% | +69.5% | +6.9% |
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