+38.0%
SO vs CAVA
+33.0%
+5.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.1% | -0.7% |
| 7D | -1.1% | -8.0% | +7.0% | -1.1% |
| 30D | -5.0% | -19.6% | +14.6% | -5.1% |
| 3M | -5.8% | -36.7% | +30.9% | -5.9% |
| 6M | -7.9% | -30.6% | +22.6% | -8.0% |
| YTD | +2.4% | -4.8% | +7.2% | +2.7% |
| 1Y | -2.3% | -13.1% | +10.9% | -2.1% |
| 3Y | +41.9% | +48.8% | -6.9% | +41.1% |
| All | +38.0% | +33.0% | +5.0% | +37.0% |
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