+27.6%
CAVA vs SAN
+375.8%
-348.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.2% | +2.5% |
| 7D | -8.0% | +0.2% | -8.2% | -8.1% |
| 30D | -19.6% | +0.9% | -20.5% | -19.8% |
| 3M | -36.7% | +19.1% | -55.8% | -41.3% |
| 6M | -30.6% | +33.2% | -63.8% | -38.8% |
| YTD | -4.8% | +29.1% | -33.9% | -14.7% |
| 1Y | -13.1% | +50.2% | -63.4% | -26.2% |
| 3Y | +48.8% | +351.0% | -302.3% | -14.7% |
| All | +27.6% | +375.8% | -348.2% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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