+23.3%
CAVA vs ESTC
+20.1%
+3.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.6% | -0.9% | -3.7% |
| 7D | -12.4% | -13.2% | +0.7% | -9.8% |
| 30D | -11.2% | +9.3% | -20.5% | -13.2% |
| 3M | -33.8% | +37.3% | -71.1% | -38.6% |
| 6M | -32.5% | +61.0% | -93.5% | -40.2% |
| YTD | -8.0% | +10.7% | -18.6% | -11.9% |
| 1Y | -17.1% | -7.2% | -10.0% | -17.9% |
| 3Y | +37.8% | +7.2% | +30.6% | +28.9% |
| All | +23.3% | +20.1% | +3.2% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling