+17.6%
CAVA vs ES
+1.3%
+16.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.2% |
| 7D | -4.4% | -1.1% | -3.4% | -4.3% |
| 30D | +8.2% | +8.2% | 0.0% | +7.1% |
| 3M | -17.4% | +0.6% | -18.1% | -17.6% |
| 6M | -25.7% | +6.0% | -31.7% | -26.0% |
| YTD | -2.3% | +9.3% | -11.6% | -2.8% |
| 1Y | +17.6% | +1.1% | +16.5% | +17.2% |
| All | +17.6% | +1.3% | +16.3% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling