+29.1%
CAVA vs TECK
+68.8%
-39.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.8% | -5.3% |
| 7D | -8.5% | +4.9% | -13.4% | -10.0% |
| 30D | -8.2% | +5.2% | -13.4% | -9.8% |
| 3M | -25.9% | +13.8% | -39.7% | -29.5% |
| 6M | -30.9% | +38.5% | -69.4% | -40.0% |
| YTD | -3.7% | +47.3% | -51.1% | -18.6% |
| 1Y | -13.4% | +81.0% | -94.4% | -33.0% |
| 3Y | +44.2% | +79.9% | -35.6% | +4.1% |
| All | +29.1% | +68.8% | -39.7% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling