-33.6%
UPS vs CAVA
+34.5%
-68.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.8% | -0.8% |
| 7D | -3.7% | -8.5% | +4.9% | -3.0% |
| 30D | -3.7% | -8.2% | +4.5% | -3.2% |
| 3M | -6.6% | -25.9% | +19.4% | -4.7% |
| 6M | +2.6% | -30.9% | +33.5% | +5.0% |
| YTD | +4.8% | -3.7% | +8.5% | +3.9% |
| 1Y | +25.3% | -13.4% | +38.7% | +24.7% |
| 3Y | -26.9% | +44.2% | -71.1% | -32.2% |
| All | -33.6% | +34.5% | -68.1% | -38.0% |
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 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