+91.5%
SHOP vs CAVA
+28.6%
+63.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +1.1% |
| 7D | -13.2% | -12.4% | -0.8% | -9.8% |
| 30D | -17.0% | -11.2% | -5.8% | -14.6% |
| 3M | +17.0% | -33.8% | +50.8% | +30.2% |
| 6M | -2.1% | -32.5% | +30.4% | +7.5% |
| YTD | -21.4% | -8.0% | -13.4% | -22.2% |
| 1Y | -11.0% | -17.1% | +6.2% | -9.9% |
| 3Y | +100.9% | +37.8% | +63.1% | +79.8% |
| All | +91.5% | +28.6% | +63.0% | +76.1% |
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