+50.5%
CAVA vs ESTC
+11.0%
+39.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -4.0% | -5.6% |
| 7D | -8.5% | -3.3% | -5.2% | -8.0% |
| 30D | -8.2% | +13.4% | -21.7% | -11.0% |
| 3M | -25.9% | +41.3% | -67.2% | -31.7% |
| 6M | -30.9% | +62.6% | -93.5% | -38.9% |
| YTD | -3.7% | +14.8% | -18.5% | -8.4% |
| 1Y | -13.4% | -5.1% | -8.4% | -14.5% |
| All | +50.5% | +11.0% | +39.5% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling