-30.9%
CAVA vs ESI
+18.3%
-49.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.2% | -4.8% | -5.8% |
| 7D | -8.5% | +3.9% | -12.5% | -9.2% |
| 30D | -8.2% | -3.8% | -4.5% | -7.5% |
| 3M | -25.9% | -13.1% | -12.8% | -25.0% |
| 6M | -30.9% | +11.3% | -42.3% | -35.9% |
| All | -30.9% | +18.3% | -49.2% | -35.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling