+31.0%
CAVA vs USFD
+161.5%
-130.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.3% |
| 7D | -4.4% | +1.3% | -5.7% | -5.1% |
| 30D | +8.2% | +10.6% | -2.3% | +2.3% |
| 3M | -17.4% | -2.4% | -15.0% | -16.4% |
| 6M | -25.7% | +28.9% | -54.6% | -36.5% |
| YTD | -2.3% | +43.7% | -46.0% | -25.2% |
| 1Y | +17.6% | +48.5% | -30.9% | -12.8% |
| 3Y | +84.6% | +154.7% | -70.1% | -4.6% |
| All | +31.0% | +161.5% | -130.5% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling