+48.8%
CAVA vs ELV
-2.1%
+50.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -20.0% |
| 3M | -36.7% | +5.4% | -42.0% | -37.1% |
| 6M | -30.6% | +45.7% | -76.3% | -34.2% |
| YTD | -4.8% | +21.2% | -26.0% | -7.8% |
| 1Y | -13.1% | +35.6% | -48.7% | -16.9% |
| 3Y | +48.8% | -2.0% | +50.8% | +36.5% |
| All | +48.8% | -2.1% | +50.9% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling