+23.3%
CAVA vs SPYG
+104.5%
-81.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -3.4% |
| 7D | -12.4% | -1.8% | -10.6% | -10.3% |
| 30D | -11.2% | -1.9% | -9.3% | -8.8% |
| 3M | -33.8% | +5.2% | -38.9% | -38.5% |
| 6M | -32.5% | +15.6% | -48.1% | -45.9% |
| YTD | -8.0% | +12.4% | -20.4% | -23.1% |
| 1Y | -17.1% | +17.5% | -34.6% | -35.2% |
| 3Y | +37.8% | +98.1% | -60.2% | -51.2% |
| All | +23.3% | +104.5% | -81.1% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling