+10.9%
OXY vs CAVA
+28.6%
-17.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.7% | +0.4% |
| 7D | +1.4% | -12.4% | +13.8% | +1.8% |
| 30D | +4.0% | -11.2% | +15.2% | +4.3% |
| 3M | +7.6% | -33.8% | +41.4% | +9.1% |
| 6M | +16.2% | -32.5% | +48.7% | +17.3% |
| YTD | +50.8% | -8.0% | +58.8% | +48.7% |
| 1Y | +34.7% | -17.1% | +51.8% | +33.4% |
| 3Y | -1.0% | +37.8% | -38.8% | -1.2% |
| All | +10.9% | +28.6% | -17.7% | +11.2% |
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