+27.6%
CAVA vs EL
-46.6%
+74.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.3% |
| 7D | -8.0% | -6.5% | -1.5% | -6.6% |
| 30D | -19.6% | +11.1% | -30.7% | -21.5% |
| 3M | -36.7% | +10.7% | -47.4% | -38.2% |
| 6M | -30.6% | +6.9% | -37.5% | -32.2% |
| YTD | -4.8% | -6.3% | +1.5% | -5.4% |
| 1Y | -13.1% | +13.5% | -26.6% | -17.5% |
| 3Y | +48.8% | -33.1% | +81.8% | +42.9% |
| All | +27.6% | -46.6% | +74.2% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling