+23.3%
CAVA vs WY
-19.9%
+43.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.8% | -3.3% |
| 7D | -12.4% | -3.7% | -8.8% | -10.9% |
| 30D | -11.2% | -11.3% | +0.1% | -6.4% |
| 3M | -33.8% | -8.1% | -25.6% | -31.4% |
| 6M | -32.5% | -7.4% | -25.1% | -30.4% |
| YTD | -8.0% | -4.7% | -3.3% | -7.1% |
| 1Y | -17.1% | -9.2% | -7.9% | -14.7% |
| 3Y | +37.8% | -24.7% | +62.5% | +48.5% |
| All | +23.3% | -19.9% | +43.2% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling