+90.8%
DAL vs CAVA
+43.2%
+47.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | +3.4% | -1.5% | +4.9% | +3.7% |
| 30D | -13.6% | -3.7% | -9.9% | -13.2% |
| 3M | +1.2% | -18.3% | +19.5% | +4.6% |
| 6M | +34.5% | -23.5% | +58.0% | +40.6% |
| YTD | +14.7% | +2.5% | +12.2% | +11.1% |
| 1Y | +29.2% | -8.0% | +37.2% | +27.5% |
| 3Y | +100.0% | +53.5% | +46.5% | +90.4% |
| All | +90.8% | +43.2% | +47.6% | +83.8% |
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