+48.8%
CAVA vs EFV
+90.2%
-41.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +2.2% |
| 7D | -8.0% | -0.8% | -7.2% | -7.0% |
| 30D | -19.6% | +0.6% | -20.2% | -20.0% |
| 3M | -36.7% | +7.5% | -44.2% | -42.0% |
| 6M | -30.6% | +13.0% | -43.6% | -40.4% |
| YTD | -4.8% | +18.3% | -23.1% | -21.9% |
| 1Y | -13.1% | +26.7% | -39.9% | -34.3% |
| 3Y | +48.8% | +89.6% | -40.8% | -33.1% |
| All | +48.8% | +90.2% | -41.4% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling