+29.1%
CAVA vs XYL
+0.5%
+28.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.1% | -5.0% | -5.3% |
| 7D | -8.5% | +0.8% | -9.4% | -9.1% |
| 30D | -8.2% | -10.8% | +2.6% | -0.4% |
| 3M | -25.9% | -2.5% | -23.4% | -25.6% |
| 6M | -30.9% | -12.2% | -18.7% | -25.0% |
| YTD | -3.7% | -20.1% | +16.4% | +12.0% |
| 1Y | -13.4% | -20.6% | +7.2% | +1.4% |
| 3Y | +44.2% | +17.3% | +26.9% | +14.2% |
| All | +29.1% | +0.5% | +28.6% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling