+37.4%
CAVA vs ED
+30.1%
+7.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -0.8% |
| 7D | -1.5% | +0.5% | -2.1% | -1.4% |
| 30D | -3.7% | +1.1% | -4.7% | -3.4% |
| 3M | -18.3% | +4.6% | -23.0% | -17.3% |
| 6M | -23.5% | -2.0% | -21.5% | -23.8% |
| YTD | +2.5% | +11.7% | -9.2% | +5.5% |
| 1Y | -8.0% | +15.7% | -23.7% | -4.5% |
| 3Y | +53.5% | +34.4% | +19.1% | +58.5% |
| All | +37.4% | +30.1% | +7.3% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling