+101.7%
CB vs CAVA
+36.5%
+65.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.4% |
| 7D | 0.0% | -4.4% | +4.5% | +0.1% |
| 30D | +7.4% | +8.2% | -0.9% | +7.3% |
| 3M | +8.6% | -17.4% | +26.1% | +8.8% |
| 6M | +16.1% | -25.7% | +41.8% | +16.4% |
| YTD | +20.2% | -2.3% | +22.5% | +20.0% |
| 1Y | +27.2% | +17.6% | +9.6% | +26.6% |
| 3Y | +72.7% | +84.6% | -11.9% | +73.7% |
| All | +101.7% | +36.5% | +65.1% | +102.7% |
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