+48.8%
CAVA vs XME
+122.1%
-73.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +4.0% |
| 7D | -8.0% | -4.2% | -3.8% | -5.8% |
| 30D | -19.6% | -2.7% | -16.9% | -18.5% |
| 3M | -36.7% | -3.9% | -32.8% | -35.6% |
| 6M | -30.6% | -1.0% | -29.6% | -32.0% |
| YTD | -4.8% | +9.8% | -14.6% | -13.3% |
| 1Y | -13.1% | +32.5% | -45.7% | -32.1% |
| 3Y | +48.8% | +124.3% | -75.6% | -24.8% |
| All | +48.8% | +122.1% | -73.3% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 3y: compounded portfolio wealth divided by compounded XME 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…
3y analysis · Full analysis span regression · 6 months rolling