+23.3%
CAVA vs SONY
+20.6%
+2.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.8% | -4.6% |
| 7D | -12.4% | -5.8% | -6.7% | -10.8% |
| 30D | -11.2% | -0.4% | -10.8% | -11.1% |
| 3M | -33.8% | +13.3% | -47.1% | -36.6% |
| 6M | -32.5% | +8.5% | -41.0% | -35.0% |
| YTD | -8.0% | -8.1% | +0.1% | -5.8% |
| 1Y | -17.1% | -17.9% | +0.8% | -11.7% |
| 3Y | +37.8% | +41.4% | -3.6% | +19.7% |
| All | +23.3% | +20.6% | +2.8% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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