+27.6%
CAVA vs EXEL
+198.4%
-170.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +3.8% |
| 7D | -8.0% | -4.9% | -3.1% | -7.3% |
| 30D | -19.6% | +11.4% | -31.0% | -21.1% |
| 3M | -36.7% | +4.9% | -41.6% | -37.3% |
| 6M | -30.6% | +34.4% | -65.0% | -34.2% |
| YTD | -4.8% | +28.0% | -32.8% | -9.1% |
| 1Y | -13.1% | +43.6% | -56.8% | -18.8% |
| 3Y | +48.8% | +155.2% | -106.4% | +30.7% |
| All | +27.6% | +198.4% | -170.7% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling