+17.4%
EW vs CAVA
+38.6%
-21.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +1.2% |
| 7D | +4.9% | -1.6% | +6.5% | +5.0% |
| 30D | +23.9% | +12.9% | +11.1% | +22.6% |
| 3M | +15.8% | -19.3% | +35.1% | +17.5% |
| 6M | +31.7% | -19.5% | +51.1% | +33.1% |
| YTD | +25.7% | -0.8% | +26.5% | +24.0% |
| 1Y | +24.4% | +20.8% | +3.6% | +20.2% |
| 3Y | +65.9% | +85.7% | -19.8% | +43.6% |
| All | +17.4% | +38.6% | -21.3% | +4.6% |
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 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