+50.5%
CAVA vs SN
+368.4%
-318.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.3% | -2.7% | -4.6% |
| 7D | -8.5% | -3.4% | -5.1% | -7.2% |
| 30D | -8.2% | -9.1% | +0.8% | -4.6% |
| 3M | -25.9% | +31.8% | -57.7% | -34.1% |
| 6M | -30.9% | +52.0% | -83.0% | -42.5% |
| YTD | -3.7% | +51.3% | -55.0% | -20.2% |
| 1Y | -13.4% | +46.9% | -60.3% | -27.9% |
| All | +50.5% | +368.4% | -318.0% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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