+47.5%
DUK vs CAVA
+33.0%
+14.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.4% | +0.1% |
| 7D | -0.7% | -8.0% | +7.4% | -0.8% |
| 30D | -2.4% | -19.6% | +17.1% | -2.7% |
| 3M | -3.0% | -36.7% | +33.7% | -3.5% |
| 6M | -6.6% | -30.6% | +24.0% | -6.9% |
| YTD | +4.6% | -4.8% | +9.3% | +4.9% |
| 1Y | +1.2% | -13.1% | +14.4% | +1.5% |
| 3Y | +45.7% | +48.8% | -3.1% | +44.1% |
| All | +47.5% | +33.0% | +14.4% | +45.5% |
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