+36.6%
CAVA vs EXPD
+71.9%
-35.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.8% | -2.2% |
| 7D | -3.5% | -1.6% | -1.9% | -2.9% |
| 30D | +13.8% | +0.6% | +13.2% | +13.3% |
| 3M | -1.7% | +9.8% | -11.5% | -5.6% |
| 6M | -25.2% | +25.8% | -51.0% | -32.3% |
| YTD | +1.9% | +31.3% | -29.4% | -10.1% |
| 1Y | +21.4% | +40.9% | -19.5% | +3.9% |
| 3Y | +92.5% | +74.7% | +17.7% | +36.4% |
| All | +36.6% | +71.9% | -35.3% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling