+59.3%
CSX vs CAVA
+43.8%
+15.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.4% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +8.1% | +12.6% | -4.5% | +7.0% |
| 3M | +2.2% | -1.9% | +4.1% | +2.1% |
| 6M | +14.6% | -23.9% | +38.5% | +16.5% |
| YTD | +42.2% | +2.9% | +39.3% | +39.9% |
| 1Y | +47.3% | +21.6% | +25.7% | +42.6% |
| 3Y | +73.5% | +94.4% | -20.8% | +65.4% |
| All | +59.3% | +43.8% | +15.5% | +54.9% |
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