+48.8%
CAVA vs TECK
+65.8%
-17.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.2% |
| 7D | -8.0% | -3.8% | -4.2% | -6.9% |
| 30D | -19.6% | +0.7% | -20.3% | -19.8% |
| 3M | -36.7% | +4.6% | -41.3% | -37.9% |
| 6M | -30.6% | +25.1% | -55.7% | -37.2% |
| YTD | -4.8% | +39.2% | -44.0% | -17.5% |
| 1Y | -13.1% | +60.3% | -73.5% | -29.1% |
| 3Y | +48.8% | +62.9% | -14.1% | +13.9% |
| All | +48.8% | +65.8% | -17.0% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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