+39.2%
XLY vs CAVA
+33.0%
+6.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.4% |
| 7D | -1.7% | -8.0% | +6.3% | -0.6% |
| 30D | -4.2% | -19.6% | +15.4% | -1.4% |
| 3M | -2.7% | -36.7% | +34.0% | +3.2% |
| 6M | -0.6% | -30.6% | +29.9% | +3.6% |
| YTD | -5.0% | -4.8% | -0.2% | -6.3% |
| 1Y | -4.1% | -13.1% | +9.0% | -4.5% |
| 3Y | +33.6% | +48.8% | -15.2% | +26.4% |
| All | +39.2% | +33.0% | +6.2% | +33.3% |
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