+135.5%
CSCO vs CAVA
+33.0%
+102.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.5% | +0.9% | +4.1% |
| 7D | +2.7% | -8.0% | +10.7% | +3.3% |
| 30D | -9.5% | -19.6% | +10.1% | -8.2% |
| 3M | -7.6% | -36.7% | +29.1% | -5.0% |
| 6M | +44.9% | -30.6% | +75.5% | +47.7% |
| YTD | +47.7% | -4.8% | +52.5% | +46.9% |
| 1Y | +69.1% | -13.1% | +82.2% | +68.8% |
| 3Y | +113.5% | +48.8% | +64.7% | +119.0% |
| All | +135.5% | +33.0% | +102.4% | +140.9% |
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