+33.0%
CAVA vs S
+40.7%
-7.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -1.6% | +2.0% | -3.5% | -2.1% |
| 30D | +12.9% | -2.7% | +15.6% | +12.8% |
| 3M | -19.3% | -6.9% | -12.4% | -19.3% |
| 6M | -19.5% | +38.1% | -57.5% | -30.5% |
| YTD | -0.8% | +48.0% | -48.8% | -18.1% |
| 1Y | +20.8% | +34.5% | -13.7% | +3.0% |
| 3Y | +85.7% | +38.3% | +47.4% | +60.1% |
| All | +33.0% | +40.7% | -7.7% | +18.5% |
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