+33.0%
CAVA vs ED
+45.4%
-12.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.2% | +1.8% |
| 7D | -1.6% | +2.1% | -3.6% | -1.2% |
| 30D | +12.9% | +10.4% | +2.5% | +14.9% |
| 3M | -19.3% | +12.5% | -31.9% | -17.5% |
| 6M | -19.5% | +14.9% | -34.4% | -17.2% |
| YTD | -0.8% | +24.8% | -25.6% | +4.2% |
| 1Y | +20.8% | +23.8% | -3.0% | +26.8% |
| 3Y | +85.7% | +51.6% | +34.0% | +94.9% |
| All | +33.0% | +45.4% | -12.4% | +40.9% |
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