+38.8%
CAVA vs ECL
+61.0%
-22.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -9.2% | -2.6% | -6.6% | -7.9% |
| 30D | -8.2% | -2.2% | -6.0% | -7.2% |
| 3M | -15.3% | +10.1% | -25.4% | -20.4% |
| 6M | -23.6% | -5.7% | -17.9% | -21.5% |
| YTD | +3.5% | +7.0% | -3.4% | -2.1% |
| 1Y | -7.9% | +2.7% | -10.5% | -11.1% |
| 3Y | +38.7% | +57.7% | -19.1% | -1.9% |
| All | +38.8% | +61.0% | -22.2% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling