+16.4%
SPGI vs CAVA
+43.5%
-27.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.0% | +3.5% | -2.0% |
| 7D | -3.1% | -8.5% | +5.5% | -2.3% |
| 30D | +2.0% | -8.2% | +10.3% | +2.7% |
| 3M | +4.3% | -25.9% | +30.2% | +6.6% |
| 6M | -0.2% | -30.9% | +30.7% | +2.5% |
| YTD | -14.8% | -3.7% | -11.1% | -15.4% |
| 1Y | -18.5% | -13.4% | -5.1% | -18.5% |
| All | +16.4% | +43.5% | -27.2% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling