+27.6%
CAVA vs ELV
+0.5%
+27.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.4% |
| 7D | -8.0% | +3.2% | -11.2% | -8.3% |
| 30D | -19.6% | +5.4% | -24.9% | -19.9% |
| 3M | -36.7% | +5.4% | -42.0% | -37.0% |
| 6M | -30.6% | +45.7% | -76.3% | -33.7% |
| YTD | -4.8% | +21.2% | -26.0% | -7.4% |
| 1Y | -13.1% | +35.6% | -48.7% | -16.3% |
| 3Y | +48.8% | -2.0% | +50.8% | +45.3% |
| All | +27.6% | +0.5% | +27.2% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling