-33.8%
DOW vs CAVA
+34.5%
-68.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.5% | +0.1% |
| 7D | -6.0% | -8.5% | +2.5% | -5.1% |
| 30D | -2.7% | -8.2% | +5.5% | -2.1% |
| 3M | -10.5% | -25.9% | +15.4% | -8.0% |
| 6M | -12.4% | -30.9% | +18.5% | -9.8% |
| YTD | +30.0% | -3.7% | +33.7% | +26.9% |
| 1Y | +27.8% | -13.4% | +41.2% | +25.8% |
| 3Y | -34.9% | +44.2% | -79.2% | -38.4% |
| All | -33.8% | +34.5% | -68.4% | -37.2% |
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