+182.9%
QLD vs CAVA
+44.7%
+138.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | +0.6% | -9.2% | +9.8% | +3.2% |
| 30D | -0.1% | -8.2% | +8.0% | +1.7% |
| 3M | -8.4% | -15.3% | +7.0% | -5.6% |
| 6M | +32.2% | -23.6% | +55.8% | +39.5% |
| YTD | +28.9% | +3.5% | +25.4% | +22.1% |
| 1Y | +43.8% | -7.9% | +51.7% | +40.1% |
| 3Y | +176.6% | +38.7% | +137.9% | +152.1% |
| All | +182.9% | +44.7% | +138.2% | +160.3% |
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