+50.5%
CAVA vs ECL
+54.1%
-3.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -3.9% | -4.9% |
| 7D | -8.5% | -2.7% | -5.8% | -7.1% |
| 30D | -8.2% | -4.3% | -3.9% | -6.2% |
| 3M | -25.9% | +3.2% | -29.1% | -27.6% |
| 6M | -30.9% | -2.9% | -28.0% | -30.3% |
| YTD | -3.7% | +4.3% | -8.0% | -7.5% |
| 1Y | -13.4% | +1.6% | -15.1% | -16.0% |
| All | +50.5% | +54.1% | -3.6% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling