-33.8%
CAVA vs WY
-9.9%
-23.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.8% | -3.0% |
| 7D | -12.4% | -3.7% | -8.8% | -10.7% |
| 30D | -11.2% | -11.3% | +0.1% | -6.1% |
| 3M | -33.8% | -8.1% | -25.6% | -30.6% |
| All | -33.8% | -9.9% | -23.9% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3mo: compounded portfolio wealth divided by compounded WY 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…
3mo analysis · Full analysis span regression · Available span rolling