+32.0%
DIS vs CAVA
+38.6%
-6.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | +1.9% | -1.6% | +3.5% | +2.1% |
| 30D | +9.2% | +12.9% | -3.7% | +7.6% |
| 3M | +13.5% | -19.3% | +32.8% | +15.9% |
| 6M | +14.3% | -19.5% | +33.7% | +16.1% |
| YTD | +5.4% | -0.8% | +6.2% | +3.5% |
| 1Y | +12.2% | +20.8% | -8.7% | +7.4% |
| 3Y | +37.2% | +85.7% | -48.5% | +27.0% |
| All | +32.0% | +38.6% | -6.6% | +24.4% |
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