+17.3%
EWZ vs CAVA
+43.8%
-26.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.1% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | -26.2% | +12.6% | -38.7% | -27.0% |
| 3M | -8.6% | -1.9% | -6.7% | -8.8% |
| 6M | -17.0% | -23.9% | +6.9% | -15.6% |
| YTD | +2.2% | +2.9% | -0.7% | +0.9% |
| 1Y | +2.7% | +21.6% | -18.9% | -0.2% |
| 3Y | +18.2% | +94.4% | -76.2% | +9.8% |
| All | +17.3% | +43.8% | -26.5% | +12.2% |
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