+147.4%
QLD vs CAVA
+38.6%
+108.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.9% |
| 7D | +7.0% | -1.6% | +8.6% | +7.4% |
| 30D | -14.3% | +12.9% | -27.2% | -17.4% |
| 3M | -16.0% | -19.3% | +3.3% | -11.7% |
| 6M | -14.2% | -19.5% | +5.2% | -11.2% |
| YTD | +12.8% | -0.8% | +13.5% | +7.3% |
| 1Y | +14.1% | +20.8% | -6.7% | +1.4% |
| 3Y | +146.0% | +85.7% | +60.3% | +117.9% |
| All | +147.4% | +38.6% | +108.8% | +128.7% |
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