+102.9%
SHOP vs CAVA
+43.2%
+59.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.0% | -6.6% | -7.3% |
| 7D | -4.1% | -1.5% | -2.6% | -3.6% |
| 30D | -11.5% | -3.7% | -7.9% | -11.0% |
| 3M | +21.1% | -18.3% | +39.4% | +26.6% |
| 6M | +3.0% | -23.5% | +26.5% | +9.1% |
| YTD | -16.7% | +2.5% | -19.2% | -20.1% |
| 1Y | -8.3% | -8.0% | -0.3% | -9.9% |
| 3Y | +112.8% | +53.5% | +59.3% | +84.6% |
| All | +102.9% | +43.2% | +59.7% | +80.8% |
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