-18.7%
GEHC vs CAVA
+33.0%
-51.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.0% |
| 7D | -7.2% | -8.0% | +0.9% | -6.1% |
| 30D | -11.6% | -19.6% | +8.0% | -8.9% |
| 3M | -0.8% | -36.7% | +35.8% | +5.2% |
| 6M | -11.9% | -30.6% | +18.7% | -8.1% |
| YTD | -21.9% | -4.8% | -17.2% | -22.7% |
| 1Y | -17.8% | -13.1% | -4.7% | -17.9% |
| 3Y | -3.5% | +48.8% | -52.3% | -12.6% |
| All | -18.7% | +33.0% | -51.8% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling