+37.4%
CAVA vs ELF
+2.0%
+35.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -0.2% |
| 7D | -1.5% | -1.2% | -0.4% | -1.4% |
| 30D | -3.7% | +5.9% | -9.6% | -4.7% |
| 3M | -18.3% | +99.5% | -117.8% | -28.4% |
| 6M | -23.5% | +26.5% | -50.0% | -27.8% |
| YTD | +2.5% | +37.2% | -34.7% | -5.2% |
| 1Y | -8.0% | -24.4% | +16.5% | -6.8% |
| 3Y | +53.5% | -23.3% | +76.8% | +30.0% |
| All | +37.4% | +2.0% | +35.4% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling