+23.3%
CAVA vs SPY
+81.0%
-57.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -3.4% |
| 7D | -12.4% | -2.0% | -10.5% | -9.3% |
| 30D | -11.2% | -1.7% | -9.5% | -8.4% |
| 3M | -33.8% | +4.7% | -38.5% | -39.1% |
| 6M | -32.5% | +12.5% | -45.0% | -45.8% |
| YTD | -8.0% | +11.7% | -19.7% | -24.7% |
| 1Y | -17.1% | +17.5% | -34.6% | -37.9% |
| 3Y | +37.8% | +76.6% | -38.7% | -51.0% |
| All | +23.3% | +81.0% | -57.6% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling