+75.9%
DE vs CAVA
+41.9%
+33.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.6% |
| 7D | -2.6% | -8.0% | +5.5% | -2.0% |
| 30D | +9.0% | -19.6% | +28.6% | +10.6% |
| 3M | +19.1% | -36.7% | +55.8% | +22.8% |
| 6M | +14.4% | -30.6% | +45.0% | +16.8% |
| YTD | +45.9% | -4.8% | +50.7% | +44.1% |
| 1Y | +43.6% | -13.1% | +56.7% | +42.6% |
| 3Y | +75.9% | +48.8% | +27.1% | +62.0% |
| All | +75.9% | +41.9% | +33.9% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling