+37.4%
CAVA vs SAN
+372.6%
-335.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.8% |
| 7D | -1.5% | +3.3% | -4.9% | -2.9% |
| 30D | -3.7% | +1.1% | -4.7% | -4.0% |
| 3M | -18.3% | +22.2% | -40.5% | -25.2% |
| 6M | -23.5% | +36.0% | -59.5% | -33.2% |
| YTD | +2.5% | +28.2% | -25.8% | -8.0% |
| 1Y | -8.0% | +54.1% | -62.1% | -22.5% |
| 3Y | +53.5% | +354.2% | -300.7% | -12.4% |
| All | +37.4% | +372.6% | -335.3% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling