+125.3%
DDOG vs CAVA
+33.0%
+92.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.8% |
| 7D | +3.9% | -8.0% | +11.9% | +5.2% |
| 30D | -8.2% | -19.6% | +11.4% | -5.0% |
| 3M | -5.6% | -36.7% | +31.1% | +1.2% |
| 6M | +73.5% | -30.6% | +104.1% | +81.0% |
| YTD | +62.7% | -4.8% | +67.5% | +56.9% |
| 1Y | +59.0% | -13.1% | +72.1% | +55.7% |
| 3Y | +117.1% | +48.8% | +68.4% | +89.0% |
| All | +125.3% | +33.0% | +92.2% | +105.5% |
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