+36.6%
CAVA vs ES
+15.4%
+21.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | +13.8% | +6.7% | +7.1% | +12.8% |
| 3M | -1.7% | +0.3% | -2.0% | -1.7% |
| 6M | -25.2% | +7.4% | -32.6% | -25.9% |
| YTD | +1.9% | +8.4% | -6.5% | +0.7% |
| 1Y | +21.4% | +0.6% | +20.8% | +20.8% |
| 3Y | +92.5% | +50.6% | +41.9% | +76.0% |
| All | +36.6% | +15.4% | +21.2% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling