+38.8%
CAVA vs ESTC
+32.1%
+6.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -0.6% |
| 7D | -9.2% | -8.1% | -1.1% | -7.7% |
| 30D | -8.2% | +31.7% | -39.9% | -13.7% |
| 3M | -15.3% | +41.1% | -56.4% | -21.9% |
| 6M | -23.6% | +77.1% | -100.7% | -33.7% |
| YTD | +3.5% | +21.7% | -18.2% | -2.8% |
| 1Y | -7.9% | +8.4% | -16.3% | -12.1% |
| 3Y | +38.7% | +23.6% | +15.0% | +25.7% |
| All | +38.8% | +32.1% | +6.7% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling