+105.9%
GILD vs CAVA
+41.9%
+64.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.2% | -0.8% |
| 7D | -4.8% | -8.0% | +3.2% | -4.7% |
| 30D | +5.8% | -19.6% | +25.3% | +6.0% |
| 3M | +14.9% | -36.7% | +51.6% | +15.6% |
| 6M | -0.4% | -30.6% | +30.2% | 0.0% |
| YTD | +18.5% | -4.8% | +23.3% | +18.3% |
| 1Y | +25.1% | -13.1% | +38.2% | +24.9% |
| 3Y | +105.9% | +48.8% | +57.1% | +95.9% |
| All | +105.9% | +41.9% | +64.0% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling