+23.3%
CAVA vs ELV
-0.5%
+23.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.9% | -9.4% | -4.8% |
| 7D | -12.4% | +0.4% | -12.9% | -12.5% |
| 30D | -11.2% | +6.7% | -17.9% | -11.7% |
| 3M | -33.8% | +3.0% | -36.8% | -34.0% |
| 6M | -32.5% | +48.0% | -80.5% | -35.7% |
| YTD | -8.0% | +20.0% | -28.0% | -10.4% |
| 1Y | -17.1% | +37.9% | -55.0% | -20.2% |
| 3Y | +37.8% | -2.8% | +40.7% | +34.7% |
| All | +23.3% | -0.5% | +23.8% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling