+164.9%
PH vs CAVA
+38.6%
+126.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.3% |
| 7D | +4.3% | -1.6% | +5.9% | +4.6% |
| 30D | +0.1% | +12.9% | -12.7% | -1.9% |
| 3M | -9.4% | -19.3% | +10.0% | -6.8% |
| 6M | +8.8% | -19.5% | +28.2% | +10.9% |
| YTD | +9.6% | -0.8% | +10.4% | +5.9% |
| 1Y | +14.4% | +20.8% | -6.4% | +6.2% |
| 3Y | +134.5% | +85.7% | +48.8% | +108.9% |
| All | +164.9% | +38.6% | +126.3% | +145.4% |
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 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