+179.3%
DASH vs CAVA
+43.2%
+136.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -5.1% |
| 7D | -11.2% | -1.5% | -9.6% | -10.8% |
| 30D | -7.3% | -3.7% | -3.7% | -6.9% |
| 3M | +31.4% | -18.3% | +49.8% | +36.1% |
| 6M | +11.9% | -23.5% | +35.3% | +17.5% |
| YTD | -11.5% | +2.5% | -14.0% | -14.4% |
| 1Y | -20.0% | -8.0% | -12.1% | -21.2% |
| 3Y | +143.9% | +53.5% | +90.4% | +120.1% |
| All | +179.3% | +43.2% | +136.1% | +157.8% |
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