+23.3%
CAVA vs SPG
+118.2%
-94.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.5% |
| 7D | -12.4% | -2.2% | -10.2% | -11.0% |
| 30D | -11.2% | -5.8% | -5.4% | -7.3% |
| 3M | -33.8% | -2.8% | -31.0% | -32.6% |
| 6M | -32.5% | +8.9% | -41.4% | -36.7% |
| YTD | -8.0% | +14.3% | -22.3% | -16.7% |
| 1Y | -17.1% | +19.5% | -36.6% | -27.6% |
| 3Y | +37.8% | +106.9% | -69.0% | -18.2% |
| All | +23.3% | +118.2% | -94.8% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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