+31.2%
DIS vs CAVA
+36.5%
-5.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.7% |
| 7D | +0.9% | -4.4% | +5.3% | +1.4% |
| 30D | +8.9% | +8.2% | +0.6% | +7.8% |
| 3M | +14.5% | -17.4% | +32.0% | +16.7% |
| 6M | +12.2% | -25.7% | +37.9% | +15.1% |
| YTD | +4.7% | -2.3% | +7.0% | +3.1% |
| 1Y | +2.8% | +17.6% | -14.8% | -1.2% |
| 3Y | +38.1% | +84.6% | -46.4% | +28.0% |
| All | +31.2% | +36.5% | -5.3% | +23.8% |
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