+1,291.4%
CVNA vs CAVA
+34.5%
+1,256.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.0% | +4.3% | +0.9% |
| 7D | -1.0% | -8.5% | +7.5% | +2.9% |
| 30D | -1.0% | -8.2% | +7.2% | +2.1% |
| 3M | +5.5% | -25.9% | +31.4% | +17.2% |
| 6M | +11.8% | -30.9% | +42.7% | +27.6% |
| YTD | -13.0% | -3.7% | -9.3% | -17.7% |
| 1Y | -2.1% | -13.4% | +11.3% | -3.0% |
| 3Y | +681.6% | +44.2% | +637.4% | +490.1% |
| All | +1,291.4% | +34.5% | +1,256.8% | +973.2% |
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 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