+78.1%
XLE vs CAVA
+28.6%
+49.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.9% | -0.4% |
| 7D | +0.5% | -12.4% | +12.9% | +1.1% |
| 30D | +6.6% | -11.2% | +17.8% | +7.0% |
| 3M | +12.3% | -33.8% | +46.1% | +14.3% |
| 6M | +18.4% | -32.5% | +50.9% | +20.1% |
| YTD | +47.2% | -8.0% | +55.2% | +45.5% |
| 1Y | +50.3% | -17.1% | +67.4% | +49.3% |
| 3Y | +55.3% | +37.8% | +17.5% | +55.0% |
| All | +78.1% | +28.6% | +49.5% | +78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling