+37.4%
CAVA vs ESI
+100.3%
-62.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | -1.5% | +5.4% | -6.9% | -3.9% |
| 30D | -3.7% | -4.2% | +0.5% | -1.9% |
| 3M | -18.3% | -9.6% | -8.7% | -16.3% |
| 6M | -23.5% | +18.3% | -41.8% | -33.9% |
| YTD | +2.5% | +45.8% | -43.4% | -23.1% |
| 1Y | -8.0% | +39.2% | -47.1% | -29.5% |
| 3Y | +53.5% | +86.3% | -32.8% | -8.5% |
| All | +37.4% | +100.3% | -62.9% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling