+109.1%
USB vs CAVA
+40.8%
+68.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | +5.8% | +13.6% | -7.8% | +4.0% |
| 3M | -6.0% | -4.9% | -1.0% | -5.8% |
| 6M | +7.8% | -33.9% | +41.7% | +12.6% |
| YTD | +14.6% | +0.8% | +13.8% | +12.1% |
| 1Y | +31.8% | +27.0% | +4.8% | +24.7% |
| 3Y | +91.5% | +73.1% | +18.5% | +73.9% |
| All | +109.1% | +40.8% | +68.2% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling