+38.8%
CAVA vs S
+26.0%
+12.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -9.2% | -7.7% | -1.5% | -7.0% |
| 30D | -8.2% | -5.3% | -2.8% | -7.2% |
| 3M | -15.3% | +20.3% | -35.6% | -21.9% |
| 6M | -23.6% | +47.4% | -71.0% | -35.8% |
| YTD | +3.5% | +32.5% | -29.0% | -10.2% |
| 1Y | -7.9% | +9.5% | -17.4% | -14.4% |
| 3Y | +38.7% | +15.5% | +23.1% | +27.4% |
| All | +38.8% | +26.0% | +12.8% | +30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling