+109.0%
DAL vs CAVA
+38.6%
+70.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.7% |
| 7D | -1.1% | -1.6% | +0.5% | -0.7% |
| 30D | +12.8% | +12.9% | 0.0% | +9.8% |
| 3M | -5.3% | -19.3% | +14.1% | -1.3% |
| 6M | +22.4% | -19.5% | +41.8% | +26.3% |
| YTD | +25.6% | -0.8% | +26.4% | +22.1% |
| 1Y | +45.5% | +20.8% | +24.7% | +34.7% |
| 3Y | +161.0% | +85.7% | +75.3% | +145.2% |
| All | +109.0% | +38.6% | +70.3% | +102.0% |
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