+134.0%
META vs CAVA
+34.5%
+99.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -6.0% | +12.6% | +7.6% |
| 7D | +10.3% | -8.5% | +18.8% | +11.8% |
| 30D | +9.9% | -8.2% | +18.1% | +11.0% |
| 3M | +11.9% | -25.9% | +37.8% | +16.8% |
| 6M | +1.2% | -30.9% | +32.1% | +6.5% |
| YTD | -0.8% | -3.7% | +2.9% | -3.2% |
| 1Y | -14.3% | -13.4% | -0.9% | -14.9% |
| 3Y | +121.4% | +44.2% | +77.1% | +106.8% |
| All | +134.0% | +34.5% | +99.4% | +119.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling