-7.5%
NOC vs CAVA
+19.2%
-26.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.8% | -7.3% | -4.5% |
| 7D | -5.0% | +14.2% | -19.2% | -4.7% |
| 30D | +10.3% | +14.6% | -4.2% | +10.7% |
| 3M | -4.3% | -2.3% | -2.0% | -4.2% |
| 6M | -6.5% | -30.5% | +24.0% | -7.2% |
| YTD | -6.7% | +5.6% | -12.3% | -6.5% |
| 1Y | -7.5% | +19.9% | -27.4% | -6.3% |
| All | -7.5% | +19.2% | -26.7% | -6.3% |
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