-28.9%
CMCSA vs CAVA
+34.5%
-63.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.0% | -0.6% | -6.2% |
| 7D | -8.3% | -8.5% | +0.3% | -7.7% |
| 30D | -2.4% | -8.2% | +5.8% | -1.9% |
| 3M | +4.5% | -25.9% | +30.4% | +6.3% |
| 6M | -18.8% | -30.9% | +12.2% | -17.2% |
| YTD | -8.9% | -3.7% | -5.2% | -10.0% |
| 1Y | -18.3% | -13.4% | -4.9% | -18.9% |
| 3Y | -35.0% | +44.2% | -79.2% | -37.5% |
| All | -28.9% | +34.5% | -63.4% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling