+19.5%
XYZ vs CAVA
+28.6%
-9.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +0.8% |
| 7D | -5.2% | -12.4% | +7.3% | -1.7% |
| 30D | 0.0% | -11.2% | +11.2% | +2.8% |
| 3M | +18.7% | -33.8% | +52.5% | +31.5% |
| 6M | +20.5% | -32.5% | +53.1% | +32.0% |
| YTD | +21.5% | -8.0% | +29.5% | +20.0% |
| 1Y | +7.2% | -17.1% | +24.3% | +8.4% |
| 3Y | +49.0% | +37.8% | +11.1% | +29.7% |
| All | +19.5% | +28.6% | -9.1% | +9.6% |
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