+37.4%
CAVA vs EXPD
+64.3%
-26.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | -1.5% | -0.9% | -0.6% | -1.2% |
| 30D | -3.7% | +4.1% | -7.7% | -5.1% |
| 3M | -18.3% | +13.8% | -32.1% | -22.6% |
| 6M | -23.5% | +27.3% | -50.8% | -31.3% |
| YTD | +2.5% | +25.4% | -23.0% | -7.5% |
| 1Y | -8.0% | +54.4% | -62.3% | -24.2% |
| 3Y | +53.5% | +67.9% | -14.4% | +10.6% |
| All | +37.4% | +64.3% | -26.9% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling