+56.7%
KO vs CAVA
+28.6%
+28.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.8% | +0.3% |
| 7D | -1.1% | -12.4% | +11.3% | -1.1% |
| 30D | +1.6% | -11.2% | +12.8% | +1.6% |
| 3M | +5.8% | -33.8% | +39.5% | +5.8% |
| 6M | +14.3% | -32.5% | +46.8% | +14.3% |
| YTD | +27.3% | -8.0% | +35.3% | +27.5% |
| 1Y | +33.2% | -17.1% | +50.3% | +33.2% |
| 3Y | +64.5% | +37.8% | +26.6% | +60.4% |
| All | +56.7% | +28.6% | +28.1% | +53.1% |
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