+56.2%
SAP vs CAVA
+28.6%
+27.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -1.0% |
| 7D | -5.1% | -12.4% | +7.3% | -3.6% |
| 30D | -1.8% | -11.2% | +9.4% | -0.6% |
| 3M | +20.9% | -33.8% | +54.7% | +26.3% |
| 6M | +7.0% | -32.5% | +39.5% | +11.2% |
| YTD | -13.7% | -8.0% | -5.8% | -14.3% |
| 1Y | -19.6% | -17.1% | -2.4% | -19.4% |
| 3Y | +52.4% | +37.8% | +14.6% | +46.4% |
| All | +56.2% | +28.6% | +27.6% | +50.7% |
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