+48.8%
CAVA vs SHAK
-2.6%
+51.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.3% | +1.9% |
| 7D | -8.0% | -8.3% | +0.3% | -3.9% |
| 30D | -19.6% | -12.6% | -6.9% | -13.8% |
| 3M | -36.7% | +9.1% | -45.8% | -39.3% |
| 6M | -30.6% | -31.2% | +0.7% | -19.7% |
| YTD | -4.8% | -21.6% | +16.8% | +2.9% |
| 1Y | -13.1% | -38.8% | +25.7% | +5.8% |
| 3Y | +48.8% | +0.6% | +48.2% | +44.7% |
| All | +48.8% | -2.6% | +51.4% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 3y: compounded portfolio wealth divided by compounded SHAK 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…
3y analysis · Full analysis span regression · 6 months rolling