+35.1%
CAVA vs CVE
+78.6%
-43.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.3% |
| 7D | +0.7% | -16.1% | +16.8% | +3.3% |
| 30D | +13.6% | -10.4% | +24.0% | +15.1% |
| 3M | -4.9% | -2.4% | -2.6% | -5.5% |
| 6M | -33.9% | -4.4% | -29.5% | -34.3% |
| YTD | +0.8% | +64.9% | -64.2% | -14.4% |
| 1Y | +27.0% | +66.0% | -39.1% | +7.2% |
| 3Y | +73.1% | +57.7% | +15.4% | +39.6% |
| All | +35.1% | +78.6% | -43.5% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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