+26.8%
SLB vs CAVA
+28.6%
-1.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | -1.4% |
| 7D | -2.4% | -12.4% | +10.0% | -1.3% |
| 30D | +4.9% | -11.2% | +16.1% | +5.9% |
| 3M | +1.4% | -33.8% | +35.2% | +5.1% |
| 6M | +17.6% | -32.5% | +50.2% | +21.3% |
| YTD | +48.3% | -8.0% | +56.3% | +46.8% |
| 1Y | +58.7% | -17.1% | +75.8% | +58.1% |
| 3Y | +0.6% | +37.8% | -37.3% | -1.3% |
| All | +26.8% | +28.6% | -1.7% | +25.7% |
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