+83.1%
CB vs CAVA
+28.6%
+54.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.8% | +0.4% |
| 7D | -2.8% | -12.4% | +9.7% | -2.6% |
| 30D | -2.4% | -11.2% | +8.8% | -2.3% |
| 3M | +2.8% | -33.8% | +36.6% | +3.2% |
| 6M | +4.8% | -32.5% | +37.3% | +5.1% |
| YTD | +9.2% | -8.0% | +17.2% | +9.1% |
| 1Y | +22.8% | -17.1% | +39.9% | +22.8% |
| 3Y | +71.1% | +37.8% | +33.3% | +71.6% |
| All | +83.1% | +28.6% | +54.6% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 10y: compounded portfolio wealth divided by compounded CAVA 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…
10y analysis · Full analysis span regression · 6 months rolling