+27.6%
CAVA vs SCHG
+94.5%
-66.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +2.3% |
| 7D | -8.0% | -1.0% | -7.0% | -6.7% |
| 30D | -19.6% | -1.3% | -18.3% | -18.0% |
| 3M | -36.7% | +5.4% | -42.1% | -41.3% |
| 6M | -30.6% | +14.4% | -45.0% | -43.0% |
| YTD | -4.8% | +8.0% | -12.8% | -15.1% |
| 1Y | -13.1% | +12.7% | -25.9% | -27.1% |
| 3Y | +48.8% | +85.6% | -36.8% | -36.7% |
| All | +27.6% | +94.5% | -66.9% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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