+37.4%
CAVA vs SPG
+123.5%
-86.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.8% |
| 7D | -1.5% | 0.0% | -1.5% | -1.6% |
| 30D | -3.7% | -4.9% | +1.3% | -0.1% |
| 3M | -18.3% | +3.3% | -21.6% | -20.5% |
| 6M | -23.5% | +11.2% | -34.7% | -29.4% |
| YTD | +2.5% | +17.1% | -14.6% | -8.9% |
| 1Y | -8.0% | +21.6% | -29.5% | -20.6% |
| 3Y | +53.5% | +111.9% | -58.4% | -10.5% |
| All | +37.4% | +123.5% | -86.1% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling