+3.4%
ORCL vs CAVA
+38.6%
-35.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | +8.0% | -1.6% | +9.5% | +8.2% |
| 30D | -4.0% | +12.9% | -16.9% | -6.2% |
| 3M | -19.5% | -19.3% | -0.1% | -17.1% |
| 6M | -33.5% | -19.5% | -14.0% | -32.2% |
| YTD | -34.8% | -0.8% | -34.0% | -36.7% |
| 1Y | -41.6% | +20.8% | -62.4% | -45.5% |
| 3Y | +13.8% | +85.7% | -71.9% | +17.1% |
| All | +3.4% | +38.6% | -35.3% | +8.7% |
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