-13.1%
CAVA vs ECL
+3.7%
-16.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.8% |
| 7D | -8.0% | -1.1% | -6.9% | -7.6% |
| 30D | -19.6% | -0.8% | -18.8% | -19.3% |
| 3M | -36.7% | +5.0% | -41.7% | -38.3% |
| 6M | -30.6% | +0.2% | -30.8% | -31.6% |
| YTD | -4.8% | +5.8% | -10.6% | -10.5% |
| 1Y | -13.1% | +1.5% | -14.7% | -19.5% |
| All | -13.1% | +3.7% | -16.8% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling