-20.4%
TSCO vs CAVA
+33.0%
-53.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -1.9% |
| 7D | -5.7% | -8.0% | +2.4% | -4.9% |
| 30D | -8.8% | -19.6% | +10.8% | -6.8% |
| 3M | +6.3% | -36.7% | +43.0% | +11.0% |
| 6M | -32.3% | -30.6% | -1.7% | -30.0% |
| YTD | -32.7% | -4.8% | -27.9% | -32.9% |
| 1Y | -43.7% | -13.1% | -30.6% | -43.5% |
| 3Y | -19.7% | +48.8% | -68.4% | -27.0% |
| All | -20.4% | +33.0% | -53.4% | -27.6% |
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 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