+23.3%
CAVA vs EWJ
+66.6%
-43.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.9% | -3.9% |
| 7D | -12.4% | -1.5% | -10.9% | -11.2% |
| 30D | -11.2% | +0.2% | -11.4% | -11.1% |
| 3M | -33.8% | +8.6% | -42.4% | -38.7% |
| 6M | -32.5% | +12.1% | -44.7% | -40.2% |
| YTD | -8.0% | +20.1% | -28.1% | -23.4% |
| 1Y | -17.1% | +25.2% | -42.3% | -33.9% |
| 3Y | +37.8% | +70.8% | -32.9% | -20.3% |
| All | +23.3% | +66.6% | -43.3% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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