+113.5%
USB vs CAVA
+42.4%
+71.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -0.5% | -3.5% | +3.0% | -0.1% |
| 30D | +5.7% | +13.8% | -8.1% | +3.9% |
| 3M | -4.7% | -1.7% | -3.0% | -5.0% |
| 6M | +13.4% | -25.2% | +38.6% | +16.6% |
| YTD | +17.0% | +1.9% | +15.1% | +14.3% |
| 1Y | +32.4% | +21.4% | +10.9% | +26.1% |
| 3Y | +101.7% | +92.5% | +9.2% | +80.8% |
| All | +113.5% | +42.4% | +71.1% | +96.9% |
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