+53.6%
QCOM vs CAVA
+28.6%
+25.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +1.0% |
| 7D | +4.9% | -12.4% | +17.4% | +7.2% |
| 30D | +9.3% | -11.2% | +20.5% | +11.1% |
| 3M | -7.0% | -33.8% | +26.8% | -0.8% |
| 6M | +32.0% | -32.5% | +64.5% | +39.5% |
| YTD | +5.0% | -8.0% | +13.0% | +3.5% |
| 1Y | +13.6% | -17.1% | +30.7% | +13.6% |
| 3Y | +77.6% | +37.8% | +39.8% | +68.0% |
| All | +53.6% | +28.6% | +25.0% | +45.7% |
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