+239.5%
TWLO vs CAVA
+28.6%
+211.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.2% | +2.4% |
| 7D | -3.9% | -12.4% | +8.5% | -1.9% |
| 30D | -9.7% | -11.2% | +1.5% | -8.5% |
| 3M | +11.6% | -33.8% | +45.4% | +18.3% |
| 6M | +84.7% | -32.5% | +117.2% | +93.6% |
| YTD | +62.5% | -8.0% | +70.5% | +58.3% |
| 1Y | +121.7% | -17.1% | +138.8% | +119.4% |
| 3Y | +253.0% | +37.8% | +215.2% | +227.1% |
| All | +239.5% | +28.6% | +211.0% | +222.2% |
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