+42.4%
CAVA vs EXPD
+67.5%
-25.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.7% | +2.7% | +4.3% |
| 7D | +0.5% | -5.5% | +6.0% | +2.8% |
| 30D | +16.2% | -1.9% | +18.1% | +17.0% |
| 3M | -0.1% | +6.1% | -6.2% | -2.7% |
| 6M | -21.5% | +21.6% | -43.1% | -27.9% |
| YTD | +6.2% | +27.9% | -21.7% | -5.2% |
| 1Y | +28.2% | +39.4% | -11.2% | +10.2% |
| 3Y | +97.7% | +72.7% | +25.1% | +39.3% |
| All | +42.4% | +67.5% | -25.1% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling