+85.7%
CAVA vs ESTC
+14.8%
+70.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.7% |
| 7D | -1.6% | +2.4% | -4.0% | -2.0% |
| 30D | +12.9% | -4.2% | +17.1% | +13.3% |
| 3M | -19.3% | +2.5% | -21.8% | -20.5% |
| 6M | -19.5% | +81.5% | -101.0% | -30.8% |
| YTD | -0.8% | +16.8% | -17.6% | -6.5% |
| 1Y | +20.8% | -3.5% | +24.3% | +18.7% |
| 3Y | +85.7% | +17.7% | +68.0% | +76.8% |
| All | +85.7% | +14.8% | +70.9% | +76.8% |
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