+37.9%
CAVA vs EXPD
+67.1%
-29.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | +0.1% | -7.4% | +7.5% | +3.3% |
| 30D | +12.6% | -2.1% | +14.7% | +13.5% |
| 3M | -1.9% | +5.7% | -7.6% | -4.3% |
| 6M | -23.9% | +21.4% | -45.3% | -30.1% |
| YTD | +2.9% | +27.6% | -24.7% | -8.1% |
| 1Y | +21.6% | +36.1% | -14.5% | +5.6% |
| 3Y | +94.4% | +69.9% | +24.5% | +39.4% |
| All | +37.9% | +67.1% | -29.2% | +4.2% |
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