-17.4%
PEP vs CAVA
+28.6%
-46.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | 0.0% |
| 7D | -1.4% | -12.4% | +11.1% | -1.3% |
| 30D | -0.2% | -11.2% | +11.0% | -0.1% |
| 3M | -4.3% | -33.8% | +29.5% | -4.2% |
| 6M | -13.2% | -32.5% | +19.3% | -13.1% |
| YTD | -1.9% | -8.0% | +6.1% | -1.6% |
| 1Y | -0.3% | -17.1% | +16.8% | -0.1% |
| 3Y | -13.6% | +37.8% | -51.4% | -16.7% |
| All | -17.4% | +28.6% | -46.0% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling