+78.4%
SPY vs CAVA
+28.6%
+49.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | -0.1% |
| 7D | -2.0% | -12.4% | +10.5% | -0.6% |
| 30D | -1.7% | -11.2% | +9.5% | -0.6% |
| 3M | +4.7% | -33.8% | +38.5% | +9.0% |
| 6M | +12.5% | -32.5% | +45.0% | +16.5% |
| YTD | +11.7% | -8.0% | +19.7% | +10.7% |
| 1Y | +17.5% | -17.1% | +34.6% | +17.5% |
| 3Y | +76.6% | +37.8% | +38.7% | +69.8% |
| All | +78.4% | +28.6% | +49.8% | +72.8% |
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 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