-36.4%
DXCM vs CAVA
+38.6%
-75.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.8% | +2.2% |
| 7D | +4.9% | -1.6% | +6.5% | +5.1% |
| 30D | -0.2% | +12.9% | -13.0% | -1.8% |
| 3M | -8.9% | -19.3% | +10.4% | -6.5% |
| 6M | +42.3% | -19.5% | +61.7% | +45.2% |
| YTD | +25.6% | -0.8% | +26.3% | +23.2% |
| 1Y | +39.5% | +20.8% | +18.7% | +32.6% |
| 3Y | -15.3% | +85.7% | -101.0% | -25.7% |
| All | -36.4% | +38.6% | -75.0% | -42.9% |
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