+62.3%
CSX vs CAVA
+38.6%
+23.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.8% |
| 7D | +6.0% | -1.6% | +7.5% | +6.1% |
| 30D | +7.8% | +12.9% | -5.1% | +6.7% |
| 3M | +4.1% | -19.3% | +23.4% | +5.6% |
| 6M | +17.9% | -19.5% | +37.4% | +19.3% |
| YTD | +44.9% | -0.8% | +45.7% | +43.0% |
| 1Y | +51.1% | +20.8% | +30.3% | +46.3% |
| 3Y | +78.3% | +85.7% | -7.4% | +70.5% |
| All | +62.3% | +38.6% | +23.7% | +58.2% |
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