+41.6%
CCL vs CAVA
+28.6%
+13.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | +0.2% |
| 7D | -4.3% | -12.4% | +8.1% | -0.9% |
| 30D | -19.0% | -11.2% | -7.8% | -16.9% |
| 3M | -13.1% | -33.8% | +20.7% | -3.9% |
| 6M | -13.3% | -32.5% | +19.2% | -4.8% |
| YTD | -25.2% | -8.0% | -17.3% | -25.4% |
| 1Y | -27.2% | -17.1% | -10.1% | -25.9% |
| 3Y | +49.2% | +37.8% | +11.4% | +42.4% |
| All | +41.6% | +28.6% | +13.1% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling