+38.1%
EWZ vs CAVA
+44.7%
-6.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | +6.5% | -9.2% | +15.7% | +7.4% |
| 30D | +4.8% | -8.2% | +13.0% | +5.4% |
| 3M | +9.9% | -15.3% | +25.2% | +11.0% |
| 6M | +1.9% | -23.6% | +25.5% | +3.9% |
| YTD | +20.3% | +3.5% | +16.8% | +19.0% |
| 1Y | +35.6% | -7.9% | +43.5% | +35.1% |
| 3Y | +43.4% | +38.7% | +4.8% | +36.4% |
| All | +38.1% | +44.7% | -6.6% | +32.3% |
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