+27.6%
CAVA vs SBAC
-13.4%
+41.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.2% | +3.4% |
| 7D | -8.0% | -2.1% | -5.9% | -8.0% |
| 30D | -19.6% | +2.0% | -21.6% | -19.6% |
| 3M | -36.7% | -8.3% | -28.4% | -36.6% |
| 6M | -30.6% | +0.3% | -30.9% | -30.5% |
| YTD | -4.8% | -2.2% | -2.6% | -4.9% |
| 1Y | -13.1% | -4.6% | -8.5% | -13.2% |
| 3Y | +48.8% | -8.3% | +57.1% | +47.8% |
| All | +27.6% | -13.4% | +41.0% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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