+580.6%
CVNA vs CAVA
+41.9%
+538.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -3.2% |
| 7D | -7.3% | -8.0% | +0.8% | -3.8% |
| 30D | -4.6% | -19.6% | +15.0% | +5.2% |
| 3M | +2.0% | -36.7% | +38.7% | +23.3% |
| 6M | +11.7% | -30.6% | +42.3% | +27.7% |
| YTD | -18.1% | -4.8% | -13.3% | -22.7% |
| 1Y | -2.4% | -13.1% | +10.7% | -4.0% |
| 3Y | +580.6% | +48.8% | +531.8% | +345.3% |
| All | +580.6% | +41.9% | +538.6% | +345.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling