+211.4%
CEG vs CAVA
+33.0%
+178.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.4% |
| 7D | -4.8% | -8.0% | +3.3% | -2.7% |
| 30D | +2.3% | -19.6% | +21.9% | +8.1% |
| 3M | +15.6% | -36.7% | +52.3% | +29.3% |
| 6M | -5.0% | -30.6% | +25.6% | +2.7% |
| YTD | -19.0% | -4.8% | -14.3% | -21.9% |
| 1Y | -10.0% | -13.1% | +3.2% | -11.2% |
| 3Y | +163.9% | +48.8% | +115.2% | +171.1% |
| All | +211.4% | +33.0% | +178.4% | +220.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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