+129.4%
DDOG vs CAVA
+34.5%
+94.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -6.0% | +13.2% | +8.1% |
| 7D | +7.7% | -8.5% | +16.2% | +9.1% |
| 30D | -13.6% | -8.2% | -5.4% | -12.7% |
| 3M | -0.9% | -25.9% | +25.0% | +3.3% |
| 6M | +75.2% | -30.9% | +106.2% | +83.1% |
| YTD | +65.7% | -3.7% | +69.4% | +59.6% |
| 1Y | +60.4% | -13.4% | +73.8% | +57.4% |
| 3Y | +130.7% | +44.2% | +86.4% | +101.6% |
| All | +129.4% | +34.5% | +94.9% | +108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling