-1.1%
CAVA vs SN
+476.8%
-477.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.3% | -2.7% | -4.9% |
| 7D | -8.5% | -3.4% | -5.1% | -7.5% |
| 30D | -8.2% | -9.1% | +0.8% | -5.4% |
| 3M | -25.9% | +31.8% | -57.7% | -32.4% |
| 6M | -30.9% | +52.0% | -83.0% | -40.1% |
| YTD | -3.7% | +51.3% | -55.0% | -16.6% |
| 1Y | -13.4% | +46.9% | -60.3% | -24.9% |
| 3Y | +44.2% | +394.9% | -350.7% | +13.7% |
| All | -1.1% | +476.8% | -477.8% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling