+27.6%
CAVA vs URA
+125.2%
-97.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.3% | +6.7% | +4.7% |
| 7D | -8.0% | -5.5% | -2.5% | -6.2% |
| 30D | -19.6% | -3.7% | -15.9% | -18.7% |
| 3M | -36.7% | -2.9% | -33.8% | -36.5% |
| 6M | -30.6% | -15.2% | -15.3% | -27.8% |
| YTD | -4.8% | +1.9% | -6.7% | -9.2% |
| 1Y | -13.1% | +6.9% | -20.1% | -21.0% |
| 3Y | +48.8% | +99.6% | -50.8% | -4.2% |
| All | +27.6% | +125.2% | -97.6% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling