+96.7%
QQQ vs CAVA
+33.0%
+63.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.4% |
| 7D | -0.6% | -8.0% | +7.5% | +0.5% |
| 30D | -1.2% | -19.6% | +18.3% | +1.6% |
| 3M | -0.2% | -36.7% | +36.5% | +5.7% |
| 6M | +17.9% | -30.6% | +48.5% | +22.7% |
| YTD | +16.6% | -4.8% | +21.4% | +14.8% |
| 1Y | +23.0% | -13.1% | +36.1% | +22.2% |
| 3Y | +92.9% | +48.8% | +44.2% | +83.2% |
| All | +96.7% | +33.0% | +63.7% | +89.0% |
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