+35.1%
CAVA vs SW
+31.4%
+3.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | +0.7% | +2.3% | -1.6% | 0.0% |
| 30D | +13.6% | +6.8% | +6.8% | +11.1% |
| 3M | -4.9% | -5.2% | +0.2% | -3.4% |
| 6M | -33.9% | +7.4% | -41.3% | -36.2% |
| YTD | +0.8% | +17.4% | -16.6% | -7.1% |
| 1Y | +27.0% | +27.1% | -0.1% | +13.5% |
| 3Y | +73.1% | +47.9% | +25.2% | +46.4% |
| All | +35.1% | +31.4% | +3.7% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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