+48.8%
CAVA vs SPYG
+98.4%
-49.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +2.4% |
| 7D | -8.0% | -0.9% | -7.1% | -6.9% |
| 30D | -19.6% | -1.5% | -18.1% | -17.9% |
| 3M | -36.7% | +3.7% | -40.4% | -40.1% |
| 6M | -30.6% | +16.4% | -47.0% | -44.8% |
| YTD | -4.8% | +13.3% | -18.1% | -21.1% |
| 1Y | -13.1% | +17.9% | -31.0% | -32.1% |
| 3Y | +48.8% | +98.3% | -49.6% | -45.3% |
| All | +48.8% | +98.4% | -49.6% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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