+23.3%
CAVA vs EL
-46.9%
+70.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -3.9% |
| 7D | -12.4% | -4.4% | -8.1% | -11.6% |
| 30D | -11.2% | +10.3% | -21.5% | -13.2% |
| 3M | -33.8% | +13.4% | -47.2% | -35.7% |
| 6M | -32.5% | +3.1% | -35.6% | -33.6% |
| YTD | -8.0% | -6.9% | -1.1% | -8.5% |
| 1Y | -17.1% | +11.9% | -29.0% | -21.1% |
| 3Y | +37.8% | -33.8% | +71.6% | +32.6% |
| All | +23.3% | -46.9% | +70.3% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling