+20.4%
SPGI vs CAVA
+44.7%
-24.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.4% |
| 7D | +0.1% | -9.2% | +9.4% | +1.0% |
| 30D | +8.4% | -8.2% | +16.6% | +9.1% |
| 3M | +11.8% | -15.3% | +27.2% | +12.9% |
| 6M | +5.7% | -23.6% | +29.3% | +7.6% |
| YTD | -9.7% | +3.5% | -13.2% | -10.8% |
| 1Y | -12.5% | -7.9% | -4.6% | -12.9% |
| 3Y | +21.8% | +38.7% | -16.8% | +12.0% |
| All | +20.4% | +44.7% | -24.3% | +10.4% |
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