+49.7%
QCOM vs CAVA
+38.6%
+11.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.2% | -2.9% |
| 7D | +4.3% | -1.6% | +5.8% | +4.5% |
| 30D | -0.1% | +12.9% | -13.0% | -2.2% |
| 3M | +5.2% | -19.3% | +24.6% | +8.5% |
| 6M | -18.4% | -19.5% | +1.1% | -16.5% |
| YTD | +2.4% | -0.8% | +3.2% | -0.8% |
| 1Y | +0.9% | +20.8% | -19.9% | -6.3% |
| 3Y | +48.4% | +85.7% | -37.3% | +36.2% |
| All | +49.7% | +38.6% | +11.1% | +39.7% |
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