+29.1%
CAVA vs EME
+333.7%
-304.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.6% | -4.9% |
| 7D | -8.5% | +2.7% | -11.3% | -9.7% |
| 30D | -8.2% | -6.8% | -1.4% | -5.3% |
| 3M | -25.9% | -8.8% | -17.1% | -23.9% |
| 6M | -30.9% | +5.0% | -35.9% | -35.2% |
| YTD | -3.7% | +23.5% | -27.2% | -19.4% |
| 1Y | -13.4% | +21.3% | -34.7% | -28.2% |
| 3Y | +44.2% | +241.1% | -196.8% | -36.9% |
| All | +29.1% | +333.7% | -304.6% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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