+29.1%
CAVA vs UL
+21.3%
+7.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.4% | -5.9% |
| 7D | -8.5% | -3.2% | -5.3% | -8.3% |
| 30D | -8.2% | -0.6% | -7.6% | -8.2% |
| 3M | -25.9% | +9.4% | -35.4% | -26.1% |
| 6M | -30.9% | -4.1% | -26.8% | -31.7% |
| YTD | -3.7% | -2.0% | -1.7% | -5.3% |
| 1Y | -13.4% | -9.0% | -4.5% | -14.9% |
| 3Y | +44.2% | +21.8% | +22.4% | +34.6% |
| All | +29.1% | +21.3% | +7.8% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling