+11.4%
SPGI vs CAVA
+28.6%
-17.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | -1.5% |
| 7D | -8.9% | -12.4% | +3.5% | -7.8% |
| 30D | +0.6% | -11.2% | +11.8% | +1.6% |
| 3M | +2.0% | -33.8% | +35.8% | +5.3% |
| 6M | +0.1% | -32.5% | +32.6% | +3.0% |
| YTD | -16.4% | -8.0% | -8.4% | -16.6% |
| 1Y | -18.9% | -17.1% | -1.8% | -18.6% |
| 3Y | +13.8% | +37.8% | -24.1% | +4.8% |
| All | +11.4% | +28.6% | -17.2% | +3.2% |
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