+19.5%
EXC vs CAVA
+33.0%
-13.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.5% |
| 7D | -1.1% | -8.0% | +6.9% | -1.2% |
| 30D | -3.6% | -19.6% | +15.9% | -3.8% |
| 3M | -4.3% | -36.7% | +32.4% | -4.6% |
| 6M | -9.9% | -30.6% | +20.6% | -10.2% |
| YTD | +1.8% | -4.8% | +6.5% | +1.9% |
| 1Y | +2.9% | -13.1% | +16.0% | +3.0% |
| 3Y | +19.1% | +48.8% | -29.7% | +15.1% |
| All | +19.5% | +33.0% | -13.6% | +16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling