+478.1%
GLW vs CAVA
+43.5%
+434.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.5% | +2.4% |
| 7D | +16.9% | -8.5% | +25.4% | +18.3% |
| 30D | +7.0% | -8.2% | +15.2% | +8.0% |
| 3M | -3.0% | -25.9% | +22.9% | +0.6% |
| 6M | +31.0% | -30.9% | +61.9% | +36.8% |
| YTD | +93.4% | -3.7% | +97.1% | +90.8% |
| 1Y | +134.7% | -13.4% | +148.2% | +134.4% |
| All | +478.1% | +43.5% | +434.5% | +459.8% |
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