+27.6%
CAVA vs USFD
+130.3%
-102.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.9% |
| 7D | -8.0% | -8.4% | +0.3% | -3.4% |
| 30D | -19.6% | -14.1% | -5.5% | -12.5% |
| 3M | -36.7% | +4.5% | -41.2% | -38.9% |
| 6M | -30.6% | +4.4% | -35.0% | -33.1% |
| YTD | -4.8% | +26.6% | -31.4% | -21.7% |
| 1Y | -13.1% | +19.4% | -32.5% | -25.6% |
| 3Y | +48.8% | +144.6% | -95.8% | -23.5% |
| All | +27.6% | +130.3% | -102.7% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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