-5.0%
EW vs CAVA
+28.6%
-33.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +1.1% |
| 7D | -3.4% | -12.4% | +9.1% | -2.3% |
| 30D | -7.4% | -11.2% | +3.8% | -6.6% |
| 3M | +0.9% | -33.8% | +34.7% | +4.1% |
| 6M | +1.2% | -32.5% | +33.7% | +4.0% |
| YTD | +1.8% | -8.0% | +9.8% | +1.2% |
| 1Y | +10.8% | -17.1% | +28.0% | +10.9% |
| 3Y | +17.1% | +37.8% | -20.7% | +3.9% |
| All | -5.0% | +28.6% | -33.5% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling