+32.0%
EXE vs CAVA
+43.2%
-11.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | -1.8% | -1.5% | -0.3% | -1.8% |
| 30D | +6.4% | -3.7% | +10.1% | +6.4% |
| 3M | +9.2% | -18.3% | +27.6% | +9.7% |
| 6M | -7.0% | -23.5% | +16.5% | -6.5% |
| YTD | -9.5% | +2.5% | -11.9% | -10.6% |
| 1Y | +6.2% | -8.0% | +14.2% | +5.3% |
| 3Y | +20.7% | +53.5% | -32.8% | +19.9% |
| All | +32.0% | +43.2% | -11.2% | +30.8% |
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