+49.8%
LLY vs CAVA
-16.9%
+66.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | 0.0% |
| 7D | -3.2% | -12.4% | +9.3% | -2.8% |
| 30D | -7.4% | -11.2% | +3.8% | -7.1% |
| 3M | -1.0% | -33.8% | +32.8% | -0.1% |
| 6M | +12.5% | -32.5% | +45.0% | +13.6% |
| YTD | +5.0% | -8.0% | +13.0% | +5.3% |
| 1Y | +49.8% | -17.1% | +66.9% | +53.4% |
| All | +49.8% | -16.9% | +66.7% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling