+29.1%
CAVA vs EXEL
+210.1%
-181.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.1% | -7.2% | -6.2% |
| 7D | -8.5% | -0.3% | -8.2% | -8.5% |
| 30D | -8.2% | +10.1% | -18.4% | -9.8% |
| 3M | -25.9% | +10.1% | -36.0% | -27.1% |
| 6M | -30.9% | +37.7% | -68.6% | -34.7% |
| YTD | -3.7% | +33.1% | -36.8% | -8.6% |
| 1Y | -13.4% | +52.4% | -65.8% | -19.8% |
| 3Y | +44.2% | +163.8% | -119.6% | +26.3% |
| All | +29.1% | +210.1% | -181.0% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling