+120.8%
USB vs CAVA
+44.7%
+76.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | +1.4% | -9.2% | +10.7% | +2.7% |
| 30D | -1.3% | -8.2% | +6.9% | -0.5% |
| 3M | +15.2% | -15.3% | +30.6% | +16.9% |
| 6M | +18.8% | -23.6% | +42.4% | +21.8% |
| YTD | +21.0% | +3.5% | +17.5% | +18.3% |
| 1Y | +34.0% | -7.9% | +41.9% | +32.4% |
| 3Y | +95.3% | +38.7% | +56.7% | +79.5% |
| All | +120.8% | +44.7% | +76.1% | +103.8% |
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