+27.6%
CAVA vs ELF
-5.3%
+32.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.3% |
| 7D | -8.0% | -11.6% | +3.6% | -6.0% |
| 30D | -19.6% | +4.6% | -24.2% | -20.2% |
| 3M | -36.7% | +59.7% | -96.4% | -42.2% |
| 6M | -30.6% | +21.2% | -51.8% | -33.9% |
| YTD | -4.8% | +27.4% | -32.2% | -10.7% |
| 1Y | -13.1% | -29.8% | +16.7% | -10.9% |
| 3Y | +48.8% | -28.5% | +77.2% | +27.5% |
| All | +27.6% | -5.3% | +32.9% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling