+43.8%
CAVA vs EXEL
+160.7%
-116.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.2% |
| 7D | -12.4% | -2.9% | -9.6% | -12.1% |
| 30D | -11.2% | +11.9% | -23.1% | -12.9% |
| 3M | -33.8% | +9.2% | -43.0% | -34.7% |
| 6M | -32.5% | +39.1% | -71.6% | -36.2% |
| YTD | -8.0% | +31.0% | -39.0% | -12.3% |
| 1Y | -17.1% | +52.3% | -69.5% | -23.0% |
| All | +43.8% | +160.7% | -116.9% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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