+23.3%
CAVA vs SBAC
-15.3%
+38.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -4.4% |
| 7D | -12.4% | -5.3% | -7.2% | -12.3% |
| 30D | -11.2% | +0.4% | -11.6% | -11.2% |
| 3M | -33.8% | -11.9% | -21.9% | -33.7% |
| 6M | -32.5% | -4.5% | -28.0% | -32.4% |
| YTD | -8.0% | -4.3% | -3.6% | -8.1% |
| 1Y | -17.1% | -3.9% | -13.2% | -17.2% |
| 3Y | +37.8% | -11.0% | +48.8% | +37.0% |
| All | +23.3% | -15.3% | +38.6% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling