+32.5%
XLB vs CAVA
+28.6%
+4.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.8% |
| 7D | -3.5% | -12.4% | +8.9% | -2.3% |
| 30D | -4.7% | -11.2% | +6.5% | -3.7% |
| 3M | +2.7% | -33.8% | +36.5% | +6.5% |
| 6M | +2.6% | -32.5% | +35.1% | +5.9% |
| YTD | +12.8% | -8.0% | +20.8% | +12.2% |
| 1Y | +14.0% | -17.1% | +31.1% | +14.0% |
| 3Y | +31.5% | +37.8% | -6.4% | +24.0% |
| All | +32.5% | +28.6% | +4.0% | +25.8% |
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 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