+147.0%
QLD vs CAVA
+48.5%
+98.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.4% | +1.4% | +5.4% |
| 7D | -1.4% | +0.5% | -1.9% | -1.5% |
| 30D | -19.6% | +16.2% | -35.8% | -23.0% |
| 3M | -14.1% | -0.1% | -14.0% | -15.0% |
| 6M | -13.6% | -21.5% | +7.9% | -9.8% |
| YTD | +12.5% | +6.2% | +6.3% | +5.2% |
| 1Y | +13.1% | +28.2% | -15.0% | -0.8% |
| 3Y | +154.7% | +97.7% | +57.0% | +121.9% |
| All | +147.0% | +48.5% | +98.5% | +124.3% |
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