+86.7%
OKE vs CAVA
+33.0%
+53.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.5% | +0.7% |
| 7D | +1.2% | -8.0% | +9.3% | +1.9% |
| 30D | +4.5% | -19.6% | +24.1% | +6.2% |
| 3M | +9.6% | -36.7% | +46.3% | +13.4% |
| 6M | +15.4% | -30.6% | +46.0% | +17.9% |
| YTD | +36.5% | -4.8% | +41.2% | +33.9% |
| 1Y | +39.0% | -13.1% | +52.1% | +37.4% |
| 3Y | +74.3% | +48.8% | +25.5% | +70.3% |
| All | +86.7% | +33.0% | +53.7% | +84.5% |
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