+79.9%
SPY vs CAVA
+33.0%
+46.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.5% |
| 7D | -0.8% | -8.0% | +7.3% | +0.1% |
| 30D | -1.1% | -19.6% | +18.5% | +1.2% |
| 3M | +3.9% | -36.7% | +40.5% | +8.7% |
| 6M | +13.6% | -30.6% | +44.2% | +17.3% |
| YTD | +12.7% | -4.8% | +17.5% | +11.2% |
| 1Y | +17.5% | -13.1% | +30.6% | +16.9% |
| 3Y | +76.9% | +48.8% | +28.1% | +69.2% |
| All | +79.9% | +33.0% | +46.9% | +73.6% |
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