+42.8%
TSLA vs CAVA
+33.0%
+9.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.3% |
| 7D | +3.2% | -8.0% | +11.2% | +5.1% |
| 30D | +11.6% | -19.6% | +31.1% | +17.2% |
| 3M | -8.4% | -36.7% | +28.2% | +0.9% |
| 6M | -10.4% | -30.6% | +20.2% | -4.3% |
| YTD | -18.7% | -4.8% | -14.0% | -21.5% |
| 1Y | -0.9% | -13.1% | +12.2% | -2.5% |
| 3Y | +33.6% | +48.8% | -15.2% | +32.6% |
| All | +42.8% | +33.0% | +9.8% | +47.0% |
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