+81.4%
SHEL vs CAVA
+33.0%
+48.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.6% | +0.7% |
| 7D | +4.1% | -8.0% | +12.1% | +4.5% |
| 30D | +8.4% | -19.6% | +27.9% | +9.3% |
| 3M | +13.7% | -36.7% | +50.4% | +15.9% |
| 6M | +12.7% | -30.6% | +43.3% | +14.2% |
| YTD | +35.3% | -4.8% | +40.1% | +34.4% |
| 1Y | +39.4% | -13.1% | +52.5% | +38.8% |
| 3Y | +71.5% | +48.8% | +22.7% | +68.0% |
| All | +81.4% | +33.0% | +48.4% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling