+71.1%
XLI vs CAVA
+33.0%
+38.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +0.7% |
| 7D | -1.7% | -8.0% | +6.4% | -0.8% |
| 30D | -7.3% | -19.6% | +12.3% | -5.2% |
| 3M | -1.3% | -36.7% | +35.3% | +3.2% |
| 6M | +2.2% | -30.6% | +32.8% | +5.5% |
| YTD | +11.7% | -4.8% | +16.5% | +10.4% |
| 1Y | +14.3% | -13.1% | +27.4% | +13.7% |
| 3Y | +70.3% | +48.8% | +21.6% | +61.5% |
| All | +71.1% | +33.0% | +38.0% | +63.7% |
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