+27.6%
CAVA vs XYL
-0.2%
+27.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.2% |
| 7D | -8.0% | +1.2% | -9.2% | -8.8% |
| 30D | -19.6% | -11.9% | -7.6% | -11.8% |
| 3M | -36.7% | -1.5% | -35.1% | -36.8% |
| 6M | -30.6% | -11.9% | -18.7% | -24.8% |
| YTD | -4.8% | -20.6% | +15.8% | +11.3% |
| 1Y | -13.1% | -23.5% | +10.4% | +4.9% |
| 3Y | +48.8% | +14.9% | +33.9% | +20.4% |
| All | +27.6% | -0.2% | +27.8% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling