+77.8%
COST vs CAVA
+28.6%
+49.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.3% |
| 7D | -2.5% | -12.4% | +9.9% | -1.5% |
| 30D | -4.4% | -11.2% | +6.8% | -3.7% |
| 3M | -8.1% | -33.8% | +25.7% | -5.5% |
| 6M | -9.2% | -32.5% | +23.3% | -7.1% |
| YTD | +5.1% | -8.0% | +13.1% | +4.0% |
| 1Y | -5.1% | -17.1% | +12.0% | -5.4% |
| 3Y | +70.4% | +37.8% | +32.5% | +63.1% |
| All | +77.8% | +28.6% | +49.2% | +71.1% |
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 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