+46.5%
QCOM vs CAVA
+44.7%
+1.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | +3.3% | -9.2% | +12.6% | +5.0% |
| 30D | +7.7% | -8.2% | +15.9% | +8.9% |
| 3M | -30.1% | -15.3% | -14.7% | -28.6% |
| 6M | +22.8% | -23.6% | +46.4% | +27.2% |
| YTD | +0.2% | +3.5% | -3.3% | -3.2% |
| 1Y | +7.9% | -7.9% | +15.7% | +6.1% |
| 3Y | +55.8% | +38.7% | +17.2% | +45.7% |
| All | +46.5% | +44.7% | +1.8% | +36.4% |
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 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