+28.5%
SPGI vs CAVA
+38.6%
-10.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.5% | +0.9% |
| 7D | +1.2% | -1.6% | +2.8% | +1.4% |
| 30D | +15.9% | +12.9% | +3.0% | +14.6% |
| 3M | +12.3% | -19.3% | +31.6% | +14.2% |
| 6M | +23.7% | -19.5% | +43.2% | +25.1% |
| YTD | -3.5% | -0.8% | -2.8% | -4.6% |
| 1Y | +0.4% | +20.8% | -20.4% | -2.6% |
| 3Y | +29.9% | +85.7% | -55.8% | +16.7% |
| All | +28.5% | +38.6% | -10.1% | +18.1% |
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