+19.9%
CAVA vs XYL
-30.7%
+50.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.0% | -2.2% | +1.0% |
| 7D | +14.2% | +14.5% | -0.3% | +9.0% |
| 30D | +14.6% | -1.3% | +15.9% | +13.2% |
| 3M | -2.3% | -17.0% | +14.7% | +4.9% |
| 6M | -30.5% | -11.3% | -19.2% | -28.6% |
| YTD | +5.6% | -25.0% | +30.6% | +18.2% |
| 1Y | +19.9% | -31.5% | +51.4% | +55.2% |
| All | +19.9% | -30.7% | +50.6% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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