+27.6%
CAVA vs ED
+27.9%
-0.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.7% | +3.4% |
| 7D | -8.0% | -0.8% | -7.3% | -8.2% |
| 30D | -19.6% | -0.4% | -19.1% | -19.6% |
| 3M | -36.7% | +0.5% | -37.1% | -36.5% |
| 6M | -30.6% | -3.1% | -27.4% | -31.0% |
| YTD | -4.8% | +9.8% | -14.6% | -2.4% |
| 1Y | -13.1% | +12.6% | -25.7% | -10.3% |
| 3Y | +48.8% | +31.4% | +17.4% | +53.2% |
| All | +27.6% | +27.9% | -0.3% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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