+121.3%
DAL vs CAVA
+42.4%
+78.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | +2.3% | -3.5% | +5.8% | +3.1% |
| 30D | +14.3% | +13.8% | +0.5% | +11.0% |
| 3M | +1.3% | -1.7% | +3.0% | +0.8% |
| 6M | +29.3% | -25.2% | +54.5% | +35.6% |
| YTD | +33.0% | +1.9% | +31.1% | +28.5% |
| 1Y | +59.8% | +21.4% | +38.4% | +47.8% |
| 3Y | +177.2% | +92.5% | +84.7% | +158.6% |
| All | +121.3% | +42.4% | +78.9% | +112.6% |
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