+32.1%
XLV vs CAVA
+33.0%
-1.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.3% |
| 7D | -3.6% | -8.0% | +4.5% | -3.2% |
| 30D | -1.8% | -19.6% | +17.7% | -0.9% |
| 3M | +7.8% | -36.7% | +44.5% | +9.8% |
| 6M | +9.1% | -30.6% | +39.7% | +10.5% |
| YTD | +7.7% | -4.8% | +12.5% | +7.2% |
| 1Y | +20.4% | -13.1% | +33.5% | +20.1% |
| 3Y | +30.8% | +48.8% | -18.0% | +26.7% |
| All | +32.1% | +33.0% | -1.0% | +28.2% |
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