+35.6%
XLB vs CAVA
+43.2%
-7.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.9% |
| 7D | -0.2% | -1.5% | +1.3% | -0.1% |
| 30D | -1.7% | -3.7% | +1.9% | -1.5% |
| 3M | +4.4% | -18.3% | +22.7% | +6.0% |
| 6M | +5.0% | -23.5% | +28.5% | +7.1% |
| YTD | +15.5% | +2.5% | +13.0% | +13.6% |
| 1Y | +14.9% | -8.0% | +22.9% | +13.9% |
| 3Y | +34.5% | +53.5% | -19.0% | +25.7% |
| All | +35.6% | +43.2% | -7.6% | +27.4% |
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