+23.3%
CAVA vs ED
+28.2%
-4.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.6% |
| 7D | -12.4% | -1.9% | -10.6% | -12.8% |
| 30D | -11.2% | +0.1% | -11.3% | -11.2% |
| 3M | -33.8% | 0.0% | -33.8% | -33.7% |
| 6M | -32.5% | -2.5% | -30.0% | -32.9% |
| YTD | -8.0% | +10.1% | -18.1% | -5.6% |
| 1Y | -17.1% | +13.6% | -30.7% | -14.3% |
| 3Y | +37.8% | +32.4% | +5.4% | +41.9% |
| All | +23.3% | +28.2% | -4.9% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling