+150.4%
DASH vs CAVA
+40.8%
+109.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | +0.4% | +0.7% | -0.3% | +0.4% |
| 30D | -6.0% | +13.6% | -19.6% | -8.8% |
| 3M | -15.8% | -4.9% | -10.8% | -15.2% |
| 6M | +7.0% | -33.9% | +40.9% | +16.5% |
| YTD | -20.7% | +0.8% | -21.5% | -23.1% |
| 1Y | -8.5% | +27.0% | -35.5% | -16.6% |
| 3Y | +101.8% | +73.1% | +28.7% | +82.5% |
| All | +150.4% | +40.8% | +109.5% | +131.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling