+79.9%
SHEL vs CAVA
+28.6%
+51.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +0.6% |
| 7D | +3.9% | -12.4% | +16.4% | +4.5% |
| 30D | +7.0% | -11.2% | +18.2% | +7.4% |
| 3M | +12.5% | -33.8% | +46.3% | +14.4% |
| 6M | +14.8% | -32.5% | +47.3% | +16.4% |
| YTD | +34.2% | -8.0% | +42.2% | +33.4% |
| 1Y | +37.0% | -17.1% | +54.1% | +36.7% |
| 3Y | +70.9% | +37.8% | +33.1% | +67.9% |
| All | +79.9% | +28.6% | +51.3% | +77.2% |
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