+48.8%
CAVA vs SPY
+77.0%
-28.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +2.1% |
| 7D | -8.0% | -0.8% | -7.3% | -6.7% |
| 30D | -19.6% | -1.1% | -18.5% | -17.9% |
| 3M | -36.7% | +3.9% | -40.5% | -40.8% |
| 6M | -30.6% | +13.6% | -44.2% | -44.9% |
| YTD | -4.8% | +12.7% | -17.5% | -22.9% |
| 1Y | -13.1% | +17.5% | -30.6% | -34.5% |
| 3Y | +48.8% | +76.9% | -28.1% | -43.4% |
| All | +48.8% | +77.0% | -28.2% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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