+94.8%
SHOP vs CAVA
+33.0%
+61.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +0.7% |
| 7D | -11.2% | -8.0% | -3.2% | -9.1% |
| 30D | -14.4% | -19.6% | +5.2% | -9.0% |
| 3M | +16.6% | -36.7% | +53.3% | +31.6% |
| 6M | -0.6% | -30.6% | +30.0% | +8.4% |
| YTD | -20.0% | -4.8% | -15.2% | -21.6% |
| 1Y | -11.2% | -13.1% | +1.9% | -11.3% |
| 3Y | +99.5% | +48.8% | +50.7% | +75.9% |
| All | +94.8% | +33.0% | +61.8% | +77.3% |
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