+81.0%
EMR vs CAVA
+34.5%
+46.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | -0.3% |
| 7D | +0.9% | -8.5% | +9.5% | +2.2% |
| 30D | -5.0% | -8.2% | +3.3% | -4.0% |
| 3M | +5.9% | -25.9% | +31.8% | +10.0% |
| 6M | +7.3% | -30.9% | +38.3% | +12.4% |
| YTD | +14.6% | -3.7% | +18.3% | +13.2% |
| 1Y | +15.6% | -13.4% | +29.1% | +15.5% |
| 3Y | +60.2% | +44.2% | +15.9% | +53.3% |
| All | +81.0% | +34.5% | +46.5% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling