+25.6%
ORCL vs CAVA
+28.6%
-2.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.4% | -0.9% | -4.6% |
| 7D | -0.7% | -12.4% | +11.7% | +1.4% |
| 30D | +5.1% | -11.2% | +16.3% | +7.1% |
| 3M | -23.7% | -33.8% | +10.0% | -19.1% |
| 6M | +3.1% | -32.5% | +35.6% | +8.5% |
| YTD | -20.8% | -8.0% | -12.8% | -21.8% |
| 1Y | -52.9% | -17.1% | -35.8% | -52.7% |
| 3Y | +25.4% | +37.8% | -12.4% | +33.3% |
| All | +25.6% | +28.6% | -2.9% | +34.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling