-5.0%
EW vs CAVA
+43.2%
-48.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.5% |
| 7D | -4.4% | -1.5% | -2.9% | -4.3% |
| 30D | -3.3% | -3.7% | +0.3% | -3.2% |
| 3M | +1.0% | -18.3% | +19.3% | +2.3% |
| 6M | +6.2% | -23.5% | +29.7% | +8.1% |
| YTD | +1.7% | +2.5% | -0.7% | +0.3% |
| 1Y | +8.1% | -8.0% | +16.1% | +7.3% |
| 3Y | +17.1% | +53.5% | -36.4% | +3.0% |
| All | -5.0% | +43.2% | -48.2% | -15.4% |
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