-13.1%
CAVA vs ESTC
-7.7%
-5.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | -8.0% | -9.2% | +1.1% | -7.4% |
| 30D | -19.6% | +8.1% | -27.6% | -19.7% |
| 3M | -36.7% | +38.5% | -75.2% | -37.3% |
| 6M | -30.6% | +57.8% | -88.4% | -32.2% |
| YTD | -4.8% | +10.5% | -15.3% | -8.9% |
| 1Y | -13.1% | -6.4% | -6.8% | -15.6% |
| All | -13.1% | -7.7% | -5.4% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling