+27.6%
CAVA vs ELAN
+138.6%
-111.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.2% |
| 7D | -8.0% | -5.4% | -2.6% | -6.7% |
| 30D | -19.6% | +4.7% | -24.3% | -20.4% |
| 3M | -36.7% | -3.7% | -33.0% | -36.2% |
| 6M | -30.6% | -1.2% | -29.4% | -31.0% |
| YTD | -4.8% | +2.4% | -7.2% | -6.2% |
| 1Y | -13.1% | +23.4% | -36.5% | -18.3% |
| 3Y | +48.8% | +96.7% | -47.9% | +15.1% |
| All | +27.6% | +138.6% | -111.0% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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