+27.6%
CAVA vs ETR
+131.0%
-103.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | -8.0% | -1.8% | -6.2% | -7.6% |
| 30D | -19.6% | -1.8% | -17.8% | -19.2% |
| 3M | -36.7% | -3.6% | -33.1% | -36.2% |
| 6M | -30.6% | +2.6% | -33.2% | -31.3% |
| YTD | -4.8% | +16.0% | -20.8% | -9.1% |
| 1Y | -13.1% | +20.1% | -33.3% | -18.3% |
| 3Y | +48.8% | +143.6% | -94.8% | +29.4% |
| All | +27.6% | +131.0% | -103.4% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 5y: compounded portfolio wealth divided by compounded ETR 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…
5y analysis · Full analysis span regression · 6 months rolling