-13.4%
CAVA vs USFD
+24.9%
-38.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.5% | -0.6% | -5.1% |
| 7D | -8.5% | -7.0% | -1.5% | -7.4% |
| 30D | -8.2% | -10.3% | +2.1% | -6.7% |
| 3M | -25.9% | +9.2% | -35.1% | -26.8% |
| 6M | -30.9% | +7.4% | -38.3% | -31.7% |
| YTD | -3.7% | +29.4% | -33.1% | -7.5% |
| 1Y | -13.4% | +24.8% | -38.3% | -19.3% |
| All | -13.4% | +24.9% | -38.3% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling