+60.8%
DIA vs CAVA
+33.0%
+27.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.7% |
| 7D | -1.6% | -8.0% | +6.5% | -0.9% |
| 30D | -2.0% | -19.6% | +17.5% | -0.3% |
| 3M | +3.6% | -36.7% | +40.3% | +7.5% |
| 6M | +11.5% | -30.6% | +42.1% | +14.4% |
| YTD | +10.4% | -4.8% | +15.1% | +9.4% |
| 1Y | +15.6% | -13.1% | +28.7% | +15.2% |
| 3Y | +58.9% | +48.8% | +10.1% | +53.0% |
| All | +60.8% | +33.0% | +27.7% | +56.1% |
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