+46.3%
COP vs CAVA
+33.0%
+13.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | +0.1% |
| 7D | +2.3% | -8.0% | +10.3% | +2.6% |
| 30D | +8.6% | -19.6% | +28.2% | +9.5% |
| 3M | +19.9% | -36.7% | +56.5% | +22.1% |
| 6M | +19.0% | -30.6% | +49.6% | +20.3% |
| YTD | +50.0% | -4.8% | +54.7% | +47.7% |
| 1Y | +50.5% | -13.1% | +63.6% | +48.9% |
| 3Y | +25.2% | +48.8% | -23.6% | +26.4% |
| All | +46.3% | +33.0% | +13.3% | +48.7% |
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