-16.8%
PEP vs CAVA
+44.7%
-61.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -1.4% | -9.2% | +7.8% | -1.4% |
| 30D | +0.2% | -8.2% | +8.4% | +0.3% |
| 3M | -1.1% | -15.3% | +14.2% | -1.1% |
| 6M | -13.5% | -23.6% | +10.1% | -13.4% |
| YTD | -1.2% | +3.5% | -4.7% | -0.9% |
| 1Y | -1.6% | -7.9% | +6.3% | -1.4% |
| 3Y | -12.5% | +38.7% | -51.2% | -15.6% |
| All | -16.8% | +44.7% | -61.5% | -19.4% |
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