+417.7%
GLW vs CAVA
+28.6%
+389.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.3% | -2.6% |
| 7D | +11.7% | -12.4% | +24.2% | +13.5% |
| 30D | +2.7% | -11.2% | +13.9% | +3.9% |
| 3M | -2.8% | -33.8% | +31.0% | +1.7% |
| 6M | +20.2% | -32.5% | +52.7% | +25.1% |
| YTD | +87.3% | -8.0% | +95.3% | +86.6% |
| 1Y | +119.6% | -17.1% | +136.7% | +120.8% |
| 3Y | +453.7% | +37.8% | +415.9% | +460.9% |
| All | +417.7% | +28.6% | +389.1% | +428.6% |
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