+38.9%
SO vs CAVA
+28.6%
+10.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.8% | -0.7% |
| 7D | -1.1% | -12.4% | +11.3% | -1.2% |
| 30D | -3.7% | -11.2% | +7.5% | -3.8% |
| 3M | -5.9% | -33.8% | +27.9% | -6.0% |
| 6M | -7.3% | -32.5% | +25.2% | -7.4% |
| YTD | +3.1% | -8.0% | +11.1% | +3.3% |
| 1Y | -1.0% | -17.1% | +16.1% | -0.9% |
| 3Y | +43.2% | +37.8% | +5.4% | +42.3% |
| All | +38.9% | +28.6% | +10.4% | +37.9% |
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