+23.3%
CAVA vs URI
+153.3%
-130.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.9% | -0.6% | -2.7% |
| 7D | -12.4% | -0.5% | -12.0% | -12.3% |
| 30D | -11.2% | -13.4% | +2.2% | -5.2% |
| 3M | -33.8% | -6.2% | -27.6% | -32.3% |
| 6M | -32.5% | +28.0% | -60.5% | -42.4% |
| YTD | -8.0% | +23.0% | -30.9% | -21.6% |
| 1Y | -17.1% | +5.5% | -22.7% | -22.7% |
| 3Y | +37.8% | +119.2% | -81.4% | -26.3% |
| All | +23.3% | +153.3% | -130.0% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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