+27.6%
CAVA vs S
+25.2%
+2.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | -8.0% | -0.7% | -7.4% | -7.9% |
| 30D | -19.6% | -11.4% | -8.1% | -17.0% |
| 3M | -36.7% | +33.8% | -70.5% | -43.7% |
| 6M | -30.6% | +39.5% | -70.1% | -40.5% |
| YTD | -4.8% | +31.7% | -36.5% | -17.2% |
| 1Y | -13.1% | +7.0% | -20.1% | -18.5% |
| 3Y | +48.8% | +11.8% | +37.0% | +37.5% |
| All | +27.6% | +25.2% | +2.5% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling