+426.7%
GLW vs CAVA
+43.2%
+383.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.0% | +8.6% | +7.7% |
| 7D | +14.0% | -1.5% | +15.6% | +14.2% |
| 30D | +0.4% | -3.7% | +4.0% | +0.6% |
| 3M | -11.3% | -18.3% | +7.0% | -9.6% |
| 6M | +35.1% | -23.5% | +58.5% | +38.5% |
| YTD | +90.5% | +2.5% | +88.1% | +87.4% |
| 1Y | +132.0% | -8.0% | +140.0% | +130.3% |
| 3Y | +463.3% | +53.5% | +409.8% | +463.3% |
| All | +426.7% | +43.2% | +383.5% | +430.7% |
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