-15.0%
WMT vs CAVA
-33.7%
+18.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | 0.0% |
| 7D | -2.5% | -12.4% | +10.0% | -2.2% |
| 30D | -6.4% | -11.2% | +4.8% | -6.4% |
| 3M | -12.1% | -33.8% | +21.7% | -12.0% |
| 6M | -15.0% | -32.5% | +17.6% | -15.3% |
| All | -15.0% | -33.7% | +18.8% | -15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling