+23.3%
CAVA vs SCCO
+209.3%
-186.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.2% | +2.8% | -2.4% |
| 7D | -12.4% | -2.7% | -9.7% | -11.8% |
| 30D | -11.2% | -0.2% | -11.0% | -11.4% |
| 3M | -33.8% | +17.8% | -51.6% | -37.4% |
| 6M | -32.5% | +2.3% | -34.8% | -34.5% |
| YTD | -8.0% | +41.6% | -49.6% | -21.7% |
| 1Y | -17.1% | +101.9% | -119.0% | -39.0% |
| 3Y | +37.8% | +186.2% | -148.3% | -19.8% |
| All | +23.3% | +209.3% | -186.0% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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