+38.8%
CAVA vs CVE
+109.6%
-70.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | -9.2% | +2.5% | -11.7% | -9.7% |
| 30D | -8.2% | +16.7% | -24.9% | -10.9% |
| 3M | -15.3% | +9.3% | -24.6% | -16.9% |
| 6M | -23.6% | +43.6% | -67.2% | -30.5% |
| YTD | +3.5% | +93.6% | -90.1% | -13.9% |
| 1Y | -7.9% | +98.8% | -106.6% | -24.4% |
| 3Y | +38.7% | +73.6% | -34.9% | +11.4% |
| All | +38.8% | +109.6% | -70.8% | +7.5% |
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