-13.1%
CAVA vs ESI
+34.2%
-47.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | -8.0% | -4.6% | -3.4% | -6.6% |
| 30D | -19.6% | -10.5% | -9.1% | -16.9% |
| 3M | -36.7% | -19.8% | -16.9% | -33.0% |
| 6M | -30.6% | +5.8% | -36.4% | -35.9% |
| YTD | -4.8% | +38.3% | -43.1% | -27.7% |
| 1Y | -13.1% | +31.5% | -44.6% | -33.6% |
| All | -13.1% | +34.2% | -47.3% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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