+102.3%
SCHW vs CAVA
+28.6%
+73.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.2% | +1.3% |
| 7D | -2.8% | -12.4% | +9.7% | -1.3% |
| 30D | -0.1% | -11.2% | +11.1% | +1.1% |
| 3M | +20.6% | -33.8% | +54.4% | +25.8% |
| 6M | +15.9% | -32.5% | +48.5% | +20.2% |
| YTD | +8.5% | -8.0% | +16.5% | +7.3% |
| 1Y | +17.8% | -17.1% | +35.0% | +17.7% |
| 3Y | +88.5% | +37.8% | +50.7% | +70.6% |
| All | +102.3% | +28.6% | +73.7% | +86.5% |
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