+38.8%
CAVA vs EXPD
+66.8%
-28.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.9% |
| 7D | -9.2% | -1.1% | -8.1% | -8.8% |
| 30D | -8.2% | +4.1% | -12.2% | -9.6% |
| 3M | -15.3% | +17.9% | -33.2% | -21.0% |
| 6M | -23.6% | +29.2% | -52.8% | -31.8% |
| YTD | +3.5% | +27.4% | -23.8% | -7.2% |
| 1Y | -7.9% | +56.8% | -64.7% | -24.7% |
| 3Y | +38.7% | +68.0% | -29.4% | +1.5% |
| All | +38.8% | +66.8% | -28.0% | +5.2% |
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 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