+5.5%
U vs CAVA
+33.0%
-27.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.5% | +1.0% | +3.6% |
| 7D | +5.5% | -8.0% | +13.6% | +7.7% |
| 30D | -1.3% | -19.6% | +18.3% | +4.1% |
| 3M | +64.6% | -36.7% | +101.3% | +83.0% |
| 6M | +119.4% | -30.6% | +149.9% | +135.2% |
| YTD | -0.5% | -4.8% | +4.3% | -3.8% |
| 1Y | +1.3% | -13.1% | +14.4% | -0.2% |
| 3Y | +15.6% | +48.8% | -33.2% | 0.0% |
| All | +5.5% | +33.0% | -27.6% | -5.6% |
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 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