+12.7%
EW vs CAVA
+41.9%
-29.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.5% | -6.2% | -3.1% |
| 7D | -6.2% | -8.0% | +1.9% | -5.5% |
| 30D | -9.3% | -19.6% | +10.2% | -7.8% |
| 3M | -1.6% | -36.7% | +35.1% | +2.0% |
| 6M | -0.8% | -30.6% | +29.7% | +1.7% |
| YTD | -1.0% | -4.8% | +3.8% | -1.9% |
| 1Y | +8.2% | -13.1% | +21.3% | +7.7% |
| 3Y | +12.7% | +48.8% | -36.1% | -5.1% |
| All | +12.7% | +41.9% | -29.2% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling