+37.4%
CAVA vs SPY
+82.9%
-45.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.1% |
| 7D | -1.5% | +0.5% | -2.1% | -2.5% |
| 30D | -3.7% | -0.9% | -2.7% | -1.9% |
| 3M | -18.3% | +3.9% | -22.2% | -23.9% |
| 6M | -23.5% | +14.5% | -38.0% | -40.5% |
| YTD | +2.5% | +12.9% | -10.5% | -17.7% |
| 1Y | -8.0% | +19.4% | -27.3% | -33.0% |
| 3Y | +53.5% | +78.5% | -25.0% | -46.5% |
| All | +37.4% | +82.9% | -45.5% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling