+76.9%
XLC vs CAVA
+28.6%
+48.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.0% |
| 7D | -1.7% | -12.4% | +10.8% | -0.4% |
| 30D | +0.2% | -11.2% | +11.4% | +1.2% |
| 3M | +0.7% | -33.8% | +34.5% | +4.5% |
| 6M | -4.5% | -32.5% | +28.1% | -1.4% |
| YTD | -4.7% | -8.0% | +3.3% | -5.5% |
| 1Y | -1.5% | -17.1% | +15.6% | -1.5% |
| 3Y | +72.2% | +37.8% | +34.4% | +63.7% |
| All | +76.9% | +28.6% | +48.3% | +69.4% |
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 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