-17.5%
PYPL vs CAVA
+33.0%
-50.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.3% |
| 7D | -2.3% | -8.0% | +5.8% | -1.1% |
| 30D | -9.0% | -19.6% | +10.5% | -6.2% |
| 3M | +30.6% | -36.7% | +67.3% | +38.9% |
| 6M | +18.6% | -30.6% | +49.1% | +23.8% |
| YTD | -7.2% | -4.8% | -2.4% | -8.8% |
| 1Y | -19.3% | -13.1% | -6.1% | -19.9% |
| 3Y | -12.3% | +48.8% | -61.1% | -23.3% |
| All | -17.5% | +33.0% | -50.6% | -25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling