-22.5%
SWKS vs CAVA
+34.5%
-57.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.6% | +2.6% |
| 7D | +6.8% | -8.5% | +15.3% | +8.5% |
| 30D | +11.3% | -8.2% | +19.5% | +12.6% |
| 3M | +4.1% | -25.9% | +30.0% | +8.8% |
| 6M | +39.7% | -30.9% | +70.6% | +47.3% |
| YTD | +23.2% | -3.7% | +26.9% | +19.7% |
| 1Y | +5.3% | -13.4% | +18.7% | +4.0% |
| 3Y | -15.1% | +44.2% | -59.3% | -23.6% |
| All | -22.5% | +34.5% | -57.1% | -29.9% |
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