-8.5%
MDLZ vs CAVA
+44.7%
-53.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | -1.7% | -9.2% | +7.5% | -1.6% |
| 30D | -2.1% | -8.2% | +6.1% | -2.0% |
| 3M | +1.3% | -15.3% | +16.6% | +1.5% |
| 6M | +6.2% | -23.6% | +29.8% | +6.4% |
| YTD | +15.8% | +3.5% | +12.3% | +16.0% |
| 1Y | +4.1% | -7.9% | +12.0% | +4.1% |
| 3Y | -4.1% | +38.7% | -42.7% | -8.6% |
| All | -8.5% | +44.7% | -53.2% | -12.6% |
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 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