+43.8%
CAVA vs ESI
+73.2%
-29.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | +0.1% | -2.4% |
| 7D | -12.4% | -2.3% | -10.1% | -11.5% |
| 30D | -11.2% | -9.0% | -2.2% | -7.5% |
| 3M | -33.8% | -13.3% | -20.5% | -30.8% |
| 6M | -32.5% | +5.3% | -37.8% | -37.9% |
| YTD | -8.0% | +37.6% | -45.6% | -28.7% |
| 1Y | -17.1% | +33.6% | -50.7% | -35.1% |
| All | +43.8% | +73.2% | -29.4% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling