-17.2%
GEHC vs CAVA
+34.5%
-51.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.0% | +3.6% | -1.6% |
| 7D | -7.6% | -8.5% | +0.9% | -6.5% |
| 30D | -10.7% | -8.2% | -2.4% | -9.8% |
| 3M | -1.2% | -25.9% | +24.7% | +2.4% |
| 6M | -13.7% | -30.9% | +17.2% | -10.0% |
| YTD | -20.4% | -3.7% | -16.7% | -21.3% |
| 1Y | -17.0% | -13.4% | -3.6% | -17.0% |
| 3Y | +0.9% | +44.2% | -43.3% | -8.5% |
| All | -17.2% | +34.5% | -51.7% | -23.9% |
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 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