+23.3%
CAVA vs EFV
+89.5%
-66.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.1% |
| 7D | -12.4% | -2.0% | -10.4% | -10.2% |
| 30D | -11.2% | -0.2% | -11.0% | -10.8% |
| 3M | -33.8% | +9.1% | -42.9% | -40.5% |
| 6M | -32.5% | +11.7% | -44.2% | -41.3% |
| YTD | -8.0% | +17.0% | -25.0% | -23.7% |
| 1Y | -17.1% | +26.7% | -43.8% | -37.5% |
| 3Y | +37.8% | +90.2% | -52.3% | -37.7% |
| All | +23.3% | +89.5% | -66.2% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling