+48.8%
CAVA vs UL
+20.7%
+28.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.8% | +3.4% |
| 7D | -8.0% | -3.4% | -4.6% | -7.7% |
| 30D | -19.6% | +0.5% | -20.0% | -19.5% |
| 3M | -36.7% | +7.2% | -43.9% | -36.9% |
| 6M | -30.6% | -3.1% | -27.5% | -31.2% |
| YTD | -4.8% | -2.7% | -2.1% | -6.4% |
| 1Y | -13.1% | -10.2% | -2.9% | -14.4% |
| 3Y | +48.8% | +20.3% | +28.5% | +25.3% |
| All | +48.8% | +20.7% | +28.1% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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