+339.2%
GLW vs CAVA
+87.8%
+251.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.5% |
| 7D | +7.7% | -1.6% | +9.3% | +8.0% |
| 30D | -18.8% | +12.9% | -31.7% | -20.4% |
| 3M | -27.7% | -19.3% | -8.4% | -25.7% |
| 6M | -44.4% | -19.5% | -25.0% | -43.3% |
| YTD | +31.3% | -0.8% | +32.1% | +28.6% |
| 1Y | +40.0% | +20.8% | +19.2% | +32.6% |
| 3Y | +339.2% | +85.7% | +253.6% | +341.5% |
| All | +339.2% | +87.8% | +251.4% | +341.5% |
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