+182.4%
QLD vs CAVA
+43.2%
+139.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.1% |
| 7D | +3.0% | -1.5% | +4.5% | +3.4% |
| 30D | -1.8% | -3.7% | +1.8% | -1.3% |
| 3M | -1.8% | -18.3% | +16.5% | +2.3% |
| 6M | +36.9% | -23.5% | +60.4% | +44.3% |
| YTD | +28.7% | +2.5% | +26.2% | +22.2% |
| 1Y | +41.9% | -8.0% | +49.8% | +38.2% |
| 3Y | +184.2% | +53.5% | +130.7% | +156.9% |
| All | +182.4% | +43.2% | +139.2% | +160.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling