-17.1%
CAVA vs ES
+12.7%
-29.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.4% | -4.2% |
| 7D | -12.4% | -3.5% | -9.0% | -12.0% |
| 30D | -11.2% | -3.0% | -8.2% | -10.8% |
| 3M | -33.8% | -0.3% | -33.5% | -33.6% |
| 6M | -32.5% | -5.2% | -27.4% | -32.6% |
| YTD | -8.0% | +4.8% | -12.8% | -8.3% |
| 1Y | -17.1% | +12.7% | -29.8% | -19.3% |
| All | -17.1% | +12.7% | -29.8% | -19.3% |
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