-7.9%
CAVA vs ELF
-17.5%
+9.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.8% |
| 7D | -9.2% | +5.4% | -14.6% | -10.0% |
| 30D | -8.2% | +27.0% | -35.2% | -12.1% |
| 3M | -15.3% | +113.2% | -128.5% | -27.6% |
| 6M | -23.6% | +36.6% | -60.2% | -29.2% |
| YTD | +3.5% | +44.2% | -40.7% | -6.0% |
| 1Y | -7.9% | -18.0% | +10.1% | -6.7% |
| All | -7.9% | -17.5% | +9.7% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling