-12.1%
PEP vs CAVA
+38.6%
-50.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.2% |
| 7D | +2.9% | -1.6% | +4.5% | +2.9% |
| 30D | +12.5% | +12.9% | -0.4% | +12.4% |
| 3M | +4.5% | -19.3% | +23.9% | +4.6% |
| 6M | -0.5% | -19.5% | +19.0% | -0.4% |
| YTD | +4.4% | -0.8% | +5.2% | +4.7% |
| 1Y | +4.4% | +20.8% | -16.5% | +4.8% |
| 3Y | -3.4% | +85.7% | -89.1% | -7.0% |
| All | -12.1% | +38.6% | -50.8% | -14.8% |
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