+39.5%
SO vs CAVA
+44.7%
-5.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.7% |
| 7D | -0.2% | -9.2% | +9.1% | -0.2% |
| 30D | -4.6% | -8.2% | +3.6% | -4.6% |
| 3M | -3.0% | -15.3% | +12.3% | -3.1% |
| 6M | -8.3% | -23.6% | +15.3% | -8.3% |
| YTD | +3.5% | +3.5% | 0.0% | +3.8% |
| 1Y | -0.9% | -7.9% | +7.0% | -0.8% |
| 3Y | +45.4% | +38.7% | +6.7% | +44.0% |
| All | +39.5% | +44.7% | -5.2% | +38.5% |
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