+39.7%
XLU vs CAVA
+33.0%
+6.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.5% |
| 7D | -1.6% | -8.0% | +6.4% | -1.3% |
| 30D | -3.3% | -19.6% | +16.3% | -2.5% |
| 3M | -3.2% | -36.7% | +33.5% | -1.4% |
| 6M | -7.0% | -30.6% | +23.6% | -5.8% |
| YTD | +0.6% | -4.8% | +5.4% | +0.2% |
| 1Y | +2.4% | -13.1% | +15.6% | +2.4% |
| 3Y | +46.3% | +48.8% | -2.5% | +43.4% |
| All | +39.7% | +33.0% | +6.7% | +37.3% |
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