+27.6%
CAVA vs ECL
+59.2%
-31.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.5% |
| 7D | -8.0% | -1.1% | -6.9% | -7.4% |
| 30D | -19.6% | -0.8% | -18.8% | -19.2% |
| 3M | -36.7% | +5.0% | -41.7% | -38.7% |
| 6M | -30.6% | +0.2% | -30.8% | -31.2% |
| YTD | -4.8% | +5.8% | -10.6% | -9.4% |
| 1Y | -13.1% | +1.5% | -14.7% | -15.6% |
| 3Y | +48.8% | +55.0% | -6.2% | +6.8% |
| All | +27.6% | +59.2% | -31.6% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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